-7.0%
MOS vs PBF
+94.2%
-101.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.4% | +10.8% | +3.4% |
| 7D | +21.6% | -13.8% | +35.3% | +21.5% |
| 30D | +12.0% | -19.6% | +31.6% | +12.3% |
| 3M | -3.9% | +10.3% | -14.1% | -5.0% |
| 6M | -3.3% | +63.4% | -66.8% | -7.1% |
| YTD | -4.6% | +152.6% | -157.3% | -20.7% |
| 1Y | -7.0% | +87.4% | -94.3% | -16.6% |
| All | -7.0% | +94.2% | -101.1% | -16.6% |
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