-48.3%
MOS vs PBF
+294.5%
-342.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -6.7% | +24.0% | +19.0% |
| 7D | +17.9% | -0.9% | +18.8% | +17.7% |
| 30D | +1.6% | -13.7% | +15.3% | +4.3% |
| 3M | -4.0% | +10.6% | -14.6% | -8.3% |
| 6M | -4.1% | +61.2% | -65.3% | -18.3% |
| YTD | -7.8% | +172.7% | -180.5% | -33.2% |
| 1Y | -15.6% | +111.0% | -126.6% | -34.9% |
| 3Y | -28.9% | +73.6% | -102.4% | -45.5% |
| 5Y | -36.8% | +479.7% | -516.5% | -66.4% |
| 10Y | +6.7% | +312.9% | -306.2% | -50.6% |
| All | -48.3% | +294.5% | -342.8% | -77.3% |
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 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