+621.5%
PBR vs MOS
+11.1%
+610.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.4% |
| 7D | +2.5% | +7.1% | -4.6% | -0.4% |
| 30D | +19.4% | +15.0% | +4.3% | +12.4% |
| 3M | +20.8% | +24.1% | -3.3% | +8.9% |
| 6M | +23.5% | +2.7% | +20.8% | +18.5% |
| YTD | +83.4% | +12.2% | +71.2% | +68.5% |
| 1Y | +77.6% | -16.3% | +93.8% | +84.0% |
| 3Y | +99.9% | -23.3% | +123.1% | +104.9% |
| 5Y | +567.7% | -4.2% | +571.9% | +446.6% |
| 10Y | +621.5% | +12.6% | +608.9% | +371.0% |
| All | +621.5% | +11.1% | +610.4% | +371.0% |
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