+1,573.8%
PBR vs MOS
+146.5%
+1,427.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.5% |
| 7D | +8.6% | +9.5% | -1.0% | +4.2% |
| 30D | +12.8% | +10.4% | +2.4% | +7.6% |
| 3M | +14.7% | +12.9% | +1.8% | +6.8% |
| 6M | +25.2% | +1.2% | +23.9% | +20.2% |
| YTD | +77.1% | +9.3% | +67.8% | +63.3% |
| 1Y | +69.6% | -18.0% | +87.5% | +77.0% |
| 3Y | +95.6% | -29.0% | +124.6% | +106.6% |
| 5Y | +501.8% | -9.6% | +511.3% | +416.5% |
| 10Y | +640.6% | +6.1% | +634.5% | +408.9% |
| All | +1,573.8% | +146.5% | +1,427.3% | +834.6% |
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