-34.4%
BAX vs MOS
-1.8%
-32.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.6% | +5.5% | -6.1% | -1.3% |
| 30D | +6.3% | +21.0% | -14.7% | +3.5% |
| 3M | -4.6% | -0.5% | -4.1% | -4.9% |
| 6M | +50.4% | +6.6% | +43.8% | +48.0% |
| YTD | +38.0% | -2.8% | +40.8% | +37.3% |
| 1Y | +44.6% | -8.1% | +52.7% | +44.8% |
| 3Y | -15.1% | -25.6% | +10.5% | -13.9% |
| 5Y | -63.3% | -29.8% | -33.5% | -63.2% |
| 10Y | -34.4% | +0.6% | -34.9% | -37.3% |
| All | -34.4% | -1.8% | -32.6% | -37.3% |
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 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