-31.2%
MOS vs PBF
+407.7%
-438.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +1.1% |
| 7D | +19.7% | -7.4% | +27.0% | +21.2% |
| 30D | +21.5% | -17.5% | +39.0% | +25.9% |
| 3M | -0.4% | +13.1% | -13.5% | -5.4% |
| 6M | +4.5% | +72.6% | -68.1% | -12.6% |
| YTD | -2.9% | +161.2% | -164.1% | -30.4% |
| 1Y | -7.7% | +93.3% | -101.1% | -28.1% |
| 3Y | -25.6% | +80.7% | -106.3% | -44.7% |
| 5Y | -31.2% | +396.1% | -427.3% | -65.3% |
| All | -31.2% | +407.7% | -438.9% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling