+869.1%
BAX vs MOS
+122.8%
+746.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.6% |
| 7D | +9.1% | +22.5% | -13.3% | +6.4% |
| 30D | +5.3% | +6.6% | -1.3% | +4.2% |
| 3M | -6.1% | -3.8% | -2.3% | -6.0% |
| 6M | +53.3% | -2.2% | +55.5% | +52.6% |
| YTD | +34.4% | -4.8% | +39.2% | +34.0% |
| 1Y | +43.2% | -11.7% | +54.9% | +43.9% |
| 3Y | -20.1% | -26.5% | +6.4% | -18.8% |
| 5Y | -63.7% | -32.2% | -31.5% | -63.6% |
| 10Y | -36.3% | +10.2% | -46.5% | -42.8% |
| All | +869.1% | +122.8% | +746.3% | +488.7% |
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