+21.9%
BAC vs MOS
-31.8%
+53.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.0% |
| 7D | +2.0% | +19.7% | -17.7% | -1.5% |
| 30D | -6.9% | +21.5% | -28.4% | -10.5% |
| 3M | -19.6% | -0.4% | -19.1% | -20.0% |
| 6M | -0.5% | +4.5% | -5.0% | -2.4% |
| YTD | -6.6% | -2.9% | -3.7% | -8.6% |
| 1Y | -3.0% | -7.7% | +4.8% | -4.1% |
| 3Y | +97.3% | -25.6% | +123.0% | +99.7% |
| 5Y | +21.9% | -31.2% | +53.0% | +16.1% |
| All | +21.9% | -31.8% | +53.7% | +16.1% |
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 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