-36.8%
BAX vs MOS
+8.6%
-45.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +12.1% | +21.6% | -9.5% | +9.1% |
| 30D | +7.6% | +12.0% | -4.4% | +5.7% |
| 3M | -4.5% | -3.9% | -0.6% | -4.4% |
| 6M | +52.0% | -3.3% | +55.3% | +51.5% |
| YTD | +35.1% | -4.6% | +39.8% | +34.8% |
| 1Y | +43.7% | -7.0% | +50.7% | +43.7% |
| 3Y | -20.9% | -24.4% | +3.5% | -19.8% |
| 5Y | -63.5% | -32.1% | -31.4% | -63.4% |
| All | -36.8% | +8.6% | -45.5% | -40.6% |
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 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