+31.8%
BA vs MOS
+8.6%
+23.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.1% | +21.6% | -20.5% | -6.2% |
| 30D | -7.9% | +12.0% | -19.9% | -12.5% |
| 3M | -25.3% | -3.9% | -21.4% | -25.4% |
| 6M | -24.6% | -3.3% | -21.3% | -25.5% |
| YTD | -20.1% | -4.6% | -15.5% | -22.6% |
| 1Y | -11.8% | -7.0% | -4.8% | -14.2% |
| 3Y | -10.1% | -24.4% | +14.3% | -9.5% |
| 5Y | -22.7% | -32.1% | +9.4% | -26.9% |
| All | +31.8% | +8.6% | +23.1% | -18.1% |
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 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