+69.6%
PBR vs MOS
-17.5%
+87.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +8.6% | +9.5% | -1.0% | +6.8% |
| 30D | +12.8% | +10.4% | +2.4% | +10.7% |
| 3M | +14.7% | +12.9% | +1.8% | +11.9% |
| 6M | +25.2% | +1.2% | +23.9% | +23.6% |
| YTD | +77.1% | +9.3% | +67.8% | +71.4% |
| 1Y | +69.6% | -18.0% | +87.5% | +79.6% |
| All | +69.6% | -17.5% | +87.0% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling