+2.8%
MOS vs PBF
+299.9%
-297.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.0% |
| 7D | +19.7% | -7.4% | +27.0% | +21.4% |
| 30D | +21.5% | -17.5% | +39.0% | +26.4% |
| 3M | -0.4% | +13.1% | -13.5% | -5.7% |
| 6M | +4.5% | +72.6% | -68.1% | -13.5% |
| YTD | -2.9% | +161.2% | -164.1% | -30.7% |
| 1Y | -7.7% | +93.3% | -101.1% | -28.6% |
| 3Y | -25.6% | +80.7% | -106.3% | -45.0% |
| 5Y | -31.2% | +396.1% | -427.3% | -64.1% |
| 10Y | +2.8% | +252.3% | -249.5% | -54.3% |
| All | +2.8% | +299.9% | -297.1% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling