+471.6%
PBR vs MOS
+6.2%
+465.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.7% |
| 7D | -13.3% | +19.7% | -32.9% | -20.5% |
| 30D | -27.5% | +21.5% | -49.0% | -34.1% |
| 3M | +5.2% | -0.4% | +5.6% | +3.3% |
| 6M | -6.4% | +4.5% | -10.9% | -11.4% |
| YTD | +61.6% | -2.9% | +64.5% | +54.9% |
| 1Y | +48.9% | -7.7% | +56.6% | +45.2% |
| 3Y | +70.0% | -25.6% | +95.7% | +73.0% |
| 5Y | +469.0% | -31.2% | +500.1% | +440.5% |
| 10Y | +471.6% | +2.8% | +468.8% | +225.9% |
| All | +471.6% | +6.2% | +465.4% | +225.9% |
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