+217.6%
BAC vs MOS
-3.5%
+221.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +3.2% | -2.0% | +5.2% | +3.8% |
| 30D | -0.7% | +15.3% | -16.0% | -5.4% |
| 3M | -20.0% | +1.5% | -21.5% | -21.2% |
| 6M | +3.4% | -2.0% | +5.4% | +1.9% |
| YTD | -5.7% | -6.5% | +0.8% | -7.8% |
| 1Y | -1.4% | -11.1% | +9.6% | -2.3% |
| 3Y | +97.9% | -30.3% | +128.2% | +104.3% |
| 5Y | +22.9% | -33.5% | +56.4% | +19.0% |
| All | +217.6% | -3.5% | +221.1% | +123.8% |
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 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