+1,441.5%
PBR vs MOS
+115.1%
+1,326.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -16.0% | +21.6% | -37.6% | -24.5% |
| 30D | -22.8% | +12.0% | -34.7% | -28.2% |
| 3M | +3.0% | -3.9% | +6.9% | +2.3% |
| 6M | -8.1% | -3.3% | -4.8% | -10.6% |
| YTD | +63.1% | -4.6% | +67.8% | +56.5% |
| 1Y | +59.3% | -7.0% | +66.2% | +53.8% |
| 3Y | +66.1% | -24.4% | +90.6% | +66.6% |
| 5Y | +495.8% | -32.1% | +527.9% | +475.9% |
| 10Y | +514.7% | +10.3% | +504.3% | +304.3% |
| All | +1,441.5% | +115.1% | +1,326.5% | +795.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling