+875.9%
BAX vs MOS
+155.8%
+720.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -1.1% | +9.5% | -10.7% | -2.2% |
| 30D | -5.5% | +10.4% | -15.9% | -6.6% |
| 3M | +33.5% | +12.9% | +20.7% | +31.2% |
| 6M | +35.9% | +1.2% | +34.6% | +34.9% |
| YTD | +35.4% | +9.3% | +26.0% | +33.2% |
| 1Y | +9.8% | -18.0% | +27.7% | +11.5% |
| 3Y | -32.7% | -29.0% | -3.7% | -31.2% |
| 5Y | -65.6% | -9.6% | -56.0% | -66.5% |
| 10Y | -34.9% | +6.1% | -41.0% | -41.2% |
| All | +875.9% | +155.8% | +720.1% | +485.0% |
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