-0.9%
BA vs MOS
-8.7%
+7.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +1.2% | +9.5% | -8.4% | -0.9% |
| 30D | -11.6% | +10.4% | -22.1% | -13.7% |
| 3M | -2.4% | +12.9% | -15.3% | -5.5% |
| 6M | -6.6% | +1.2% | -7.9% | -8.3% |
| YTD | -2.2% | +9.3% | -11.6% | -6.3% |
| 1Y | -8.0% | -18.0% | +10.0% | -5.7% |
| 3Y | -5.0% | -29.0% | +24.0% | -1.9% |
| All | -0.9% | -8.7% | +7.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling