+1,376.8%
BAC vs MOS
+155.8%
+1,221.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +1.1% | +9.5% | -8.4% | -1.5% |
| 30D | -0.4% | +10.4% | -10.8% | -3.4% |
| 3M | +16.9% | +12.9% | +4.0% | +12.0% |
| 6M | +26.6% | +1.2% | +25.4% | +23.5% |
| YTD | +15.8% | +9.3% | +6.5% | +9.8% |
| 1Y | +27.2% | -18.0% | +45.1% | +29.9% |
| 3Y | +132.4% | -29.0% | +161.4% | +140.0% |
| 5Y | +72.6% | -9.6% | +82.2% | +57.8% |
| 10Y | +389.7% | +6.1% | +383.7% | +288.4% |
| All | +1,376.8% | +155.8% | +1,221.0% | +646.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling