+1,821.9%
BA vs MOS
+155.8%
+1,666.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +1.2% | +9.5% | -8.4% | -1.1% |
| 30D | -11.6% | +10.4% | -22.1% | -13.9% |
| 3M | -2.4% | +12.9% | -15.3% | -5.9% |
| 6M | -6.6% | +1.2% | -7.9% | -8.4% |
| YTD | -2.2% | +9.3% | -11.6% | -6.3% |
| 1Y | -8.0% | -18.0% | +10.0% | -5.8% |
| 3Y | -5.0% | -29.0% | +24.0% | -1.7% |
| 5Y | -2.7% | -9.6% | +6.9% | -8.8% |
| 10Y | +75.9% | +6.1% | +69.8% | +48.4% |
| All | +1,821.9% | +155.8% | +1,666.1% | +851.9% |
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