+237.7%
BAC vs MOS
+3.2%
+234.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +2.1% | +24.8% | -22.8% | -4.8% |
| 30D | -6.7% | +22.7% | -29.4% | -12.7% |
| 3M | -20.2% | -1.2% | -19.0% | -20.8% |
| 6M | -0.2% | +5.5% | -5.8% | -3.8% |
| YTD | -6.4% | -2.0% | -4.4% | -9.6% |
| 1Y | -3.1% | -7.9% | +4.8% | -4.8% |
| 3Y | +96.7% | -25.0% | +121.7% | +98.5% |
| 5Y | +21.3% | -27.7% | +49.0% | +14.2% |
| 10Y | +237.7% | -1.6% | +239.3% | +135.8% |
| All | +237.7% | +3.2% | +234.5% | +135.8% |
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