-34.4%
MOS vs PBF
+419.4%
-453.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | -2.0% | +6.5% | -8.4% | -3.4% |
| 30D | +15.3% | -20.0% | +35.3% | +20.3% |
| 3M | +1.5% | -3.3% | +4.8% | +0.4% |
| 6M | -2.0% | +76.8% | -78.8% | -18.4% |
| YTD | -6.5% | +168.9% | -175.5% | -33.5% |
| 1Y | -11.1% | +96.4% | -107.4% | -30.8% |
| 3Y | -30.3% | +77.2% | -107.5% | -47.6% |
| All | -34.4% | +419.4% | -453.8% | -67.1% |
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