-46.5%
MOS vs PBF
+265.5%
-312.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.4% | +10.8% | +5.2% |
| 7D | +21.6% | -13.8% | +35.3% | +25.3% |
| 30D | +12.0% | -19.6% | +31.6% | +16.9% |
| 3M | -3.9% | +10.3% | -14.1% | -8.1% |
| 6M | -3.3% | +63.4% | -66.8% | -17.9% |
| YTD | -4.6% | +152.6% | -157.3% | -29.8% |
| 1Y | -7.0% | +87.4% | -94.3% | -26.2% |
| 3Y | -24.4% | +63.3% | -87.7% | -41.4% |
| 5Y | -32.1% | +412.5% | -444.6% | -62.9% |
| 10Y | +10.3% | +282.5% | -272.2% | -48.1% |
| All | -46.5% | +265.5% | -312.0% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling