+545.8%
PBR vs MOS
-1.8%
+547.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -9.1% | +5.5% | -14.6% | -11.1% |
| 30D | -29.9% | +21.0% | -50.9% | -36.2% |
| 3M | +2.3% | -0.5% | +2.8% | +0.5% |
| 6M | -10.9% | +6.6% | -17.5% | -16.4% |
| YTD | +56.9% | -2.8% | +59.7% | +50.3% |
| 1Y | +38.0% | -8.1% | +46.1% | +34.9% |
| 3Y | +64.8% | -25.6% | +90.4% | +67.7% |
| 5Y | +447.1% | -29.8% | +476.9% | +413.9% |
| 10Y | +545.8% | +0.6% | +545.2% | +269.3% |
| All | +545.8% | -1.8% | +547.6% | +269.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling