+31.1%
BA vs MOS
+8.5%
+22.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -3.7% |
| 7D | -0.1% | +22.5% | -22.6% | -7.6% |
| 30D | -9.1% | +6.6% | -15.8% | -12.1% |
| 3M | -28.2% | -3.8% | -24.4% | -28.3% |
| 6M | -23.1% | -2.2% | -20.9% | -24.4% |
| YTD | -20.6% | -4.8% | -15.8% | -23.0% |
| 1Y | -12.7% | -11.7% | -1.0% | -13.4% |
| 3Y | -11.6% | -26.5% | +15.0% | -9.9% |
| 5Y | -23.1% | -32.2% | +9.1% | -27.3% |
| All | +31.1% | +8.5% | +22.6% | -18.4% |
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