+72.9%
PBR vs MOS
-16.2%
+89.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +17.4% | -24.3% | -8.4% |
| 7D | -11.0% | +17.9% | -28.9% | -12.5% |
| 30D | -18.8% | +1.6% | -20.3% | -18.2% |
| 3M | +7.8% | -4.0% | +11.8% | +9.8% |
| 6M | -7.6% | -4.1% | -3.5% | -6.1% |
| YTD | +72.7% | -7.8% | +80.5% | +75.4% |
| 1Y | +72.9% | -15.6% | +88.5% | +79.2% |
| All | +72.9% | -16.2% | +89.2% | +79.2% |
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