-15.6%
MOS vs PBF
+120.1%
-135.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -6.7% | +24.0% | +17.3% |
| 7D | +17.9% | -0.9% | +18.8% | +17.7% |
| 30D | +1.6% | -13.7% | +15.3% | +1.8% |
| 3M | -4.0% | +10.6% | -14.6% | -4.7% |
| 6M | -4.1% | +61.2% | -65.3% | -6.6% |
| YTD | -7.8% | +172.7% | -180.5% | -21.7% |
| 1Y | -15.6% | +111.0% | -126.6% | -25.5% |
| All | -15.6% | +120.1% | -135.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling