-65.8%
BAX vs MOS
-8.7%
-57.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -1.1% | +9.5% | -10.7% | -2.7% |
| 30D | -5.5% | +10.4% | -15.9% | -7.1% |
| 3M | +33.5% | +12.9% | +20.7% | +30.2% |
| 6M | +35.9% | +1.2% | +34.6% | +34.6% |
| YTD | +35.4% | +9.3% | +26.0% | +32.5% |
| 1Y | +9.8% | -18.0% | +27.7% | +12.0% |
| 3Y | -32.7% | -29.0% | -3.7% | -31.8% |
| All | -65.8% | -8.7% | -57.1% | -67.2% |
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