+239.8%
BBY vs MOS
+12.0%
+227.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.2% |
| 7D | +1.2% | +1.7% | -0.5% | +0.8% |
| 30D | +6.8% | +11.7% | -4.9% | +3.7% |
| 3M | +18.7% | +23.2% | -4.4% | +12.0% |
| 6M | +37.3% | -1.6% | +38.9% | +35.5% |
| YTD | +35.3% | +10.8% | +24.5% | +28.8% |
| 1Y | +20.7% | -16.2% | +36.9% | +23.2% |
| 3Y | +39.4% | -24.2% | +63.7% | +42.2% |
| 5Y | -1.5% | -6.6% | +5.2% | -11.4% |
| 10Y | +239.8% | +16.3% | +223.5% | +153.9% |
| All | +239.8% | +12.0% | +227.8% | +153.9% |
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