+88.7%
BAC vs MOS
-26.7%
+115.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.9% | -4.0% |
| 7D | -2.7% | +22.5% | -25.2% | -5.0% |
| 30D | -8.0% | +6.6% | -14.6% | -8.9% |
| 3M | -20.9% | -3.8% | -17.1% | -20.9% |
| 6M | -5.4% | -2.2% | -3.2% | -5.8% |
| YTD | -8.1% | -4.8% | -3.3% | -9.5% |
| 1Y | -3.1% | -11.7% | +8.6% | -3.5% |
| All | +88.7% | -26.7% | +115.5% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling