+1,072.4%
BAC vs MOS
+122.8%
+949.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.9% | -4.5% |
| 7D | -2.7% | +22.5% | -25.2% | -8.4% |
| 30D | -8.0% | +6.6% | -14.6% | -10.2% |
| 3M | -20.9% | -3.8% | -17.1% | -20.9% |
| 6M | -5.4% | -2.2% | -3.2% | -6.6% |
| YTD | -8.1% | -4.8% | -3.3% | -10.1% |
| 1Y | -3.1% | -11.7% | +8.6% | -3.6% |
| 3Y | +88.1% | -26.5% | +114.7% | +90.9% |
| 5Y | +19.7% | -32.2% | +51.9% | +18.4% |
| 10Y | +275.9% | +10.2% | +265.7% | +193.6% |
| All | +1,072.4% | +122.8% | +949.6% | +510.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling