+1,502.7%
BA vs MOS
+115.8%
+1,387.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +17.4% | -15.2% | -2.1% |
| 7D | +5.9% | +17.9% | -12.0% | +1.4% |
| 30D | -8.2% | +1.6% | -9.7% | -9.1% |
| 3M | -25.4% | -4.0% | -21.4% | -25.4% |
| 6M | -20.0% | -4.1% | -15.9% | -20.4% |
| YTD | -18.5% | -7.8% | -10.7% | -19.2% |
| 1Y | -10.6% | -15.6% | +4.9% | -9.8% |
| 3Y | -9.3% | -28.9% | +19.6% | -6.7% |
| 5Y | -16.9% | -36.8% | +19.9% | -15.4% |
| 10Y | +37.9% | +6.7% | +31.2% | +16.3% |
| All | +1,502.7% | +115.8% | +1,387.0% | +720.8% |
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