+396.6%
BAC vs MOS
+5.8%
+390.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +1.1% | +9.5% | -8.4% | -1.7% |
| 30D | -0.4% | +10.4% | -10.8% | -3.6% |
| 3M | +16.9% | +12.9% | +4.0% | +11.6% |
| 6M | +26.6% | +1.2% | +25.4% | +23.1% |
| YTD | +15.8% | +9.3% | +6.5% | +9.0% |
| 1Y | +27.2% | -18.0% | +45.1% | +30.4% |
| 3Y | +132.4% | -29.0% | +161.4% | +141.5% |
| 5Y | +72.6% | -9.6% | +82.2% | +50.7% |
| All | +396.6% | +5.8% | +390.7% | +241.5% |
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