+296.9%
BBY vs MOS
+6.2%
+290.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.8% | +6.2% |
| 7D | +10.5% | +19.7% | -9.1% | +5.5% |
| 30D | +22.1% | +21.5% | +0.6% | +16.0% |
| 3M | +31.0% | -0.4% | +31.4% | +30.3% |
| 6M | +83.2% | +4.5% | +78.7% | +79.0% |
| YTD | +65.1% | -2.9% | +68.0% | +61.6% |
| 1Y | +41.6% | -7.7% | +49.4% | +40.2% |
| 3Y | +95.6% | -25.6% | +121.2% | +99.8% |
| 5Y | +1.0% | -31.2% | +32.1% | -1.3% |
| 10Y | +296.9% | +2.8% | +294.1% | +198.3% |
| All | +296.9% | +6.2% | +290.7% | +198.3% |
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