+38.0%
PBR vs MOS
-7.3%
+45.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.5% |
| 7D | -9.1% | +5.5% | -14.6% | -9.5% |
| 30D | -29.9% | +21.0% | -50.9% | -31.0% |
| 3M | +2.3% | -0.5% | +2.8% | +4.0% |
| 6M | -10.9% | +6.6% | -17.5% | -10.9% |
| YTD | +56.9% | -2.8% | +59.7% | +58.6% |
| 1Y | +38.0% | -8.1% | +46.1% | +41.3% |
| All | +38.0% | -7.3% | +45.3% | +41.3% |
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 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