-33.1%
BAX vs MOS
-3.5%
-29.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +0.1% | -2.0% | +2.0% | +0.3% |
| 30D | +4.1% | +15.3% | -11.2% | +1.9% |
| 3M | -4.5% | +1.5% | -6.0% | -5.1% |
| 6M | +49.2% | -2.0% | +51.2% | +48.5% |
| YTD | +35.2% | -6.5% | +41.8% | +35.3% |
| 1Y | +38.3% | -11.1% | +49.3% | +39.1% |
| 3Y | -19.0% | -30.3% | +11.2% | -17.2% |
| 5Y | -64.2% | -33.5% | -30.7% | -63.9% |
| All | -33.1% | -3.5% | -29.7% | -35.9% |
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