+22.6%
BAC vs MOS
-33.6%
+56.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +3.2% | -2.0% | +5.2% | +3.6% |
| 30D | -0.7% | +15.3% | -16.0% | -3.6% |
| 3M | -20.0% | +1.5% | -21.5% | -20.7% |
| 6M | +3.4% | -2.0% | +5.4% | +2.6% |
| YTD | -5.7% | -6.5% | +0.8% | -7.1% |
| 1Y | -1.4% | -11.1% | +9.6% | -1.9% |
| 3Y | +97.9% | -30.3% | +128.2% | +103.0% |
| All | +22.6% | -33.6% | +56.2% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling