-38.7%
MOS vs PBF
+303.9%
-342.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | +9.5% | +4.3% | +5.2% | +8.4% |
| 30D | +10.4% | +22.0% | -11.6% | +4.5% |
| 3M | +12.9% | +74.5% | -61.6% | -3.9% |
| 6M | +1.2% | +67.7% | -66.4% | -14.7% |
| YTD | +9.3% | +179.2% | -169.9% | -20.2% |
| 1Y | -18.0% | +170.0% | -188.0% | -40.5% |
| 3Y | -29.0% | +66.4% | -95.4% | -44.4% |
| 5Y | -9.6% | +764.5% | -774.1% | -56.3% |
| 10Y | +6.1% | +358.5% | -352.5% | -51.2% |
| All | -38.7% | +303.9% | -342.6% | -72.9% |
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