-3.3%
BBY vs MOS
-32.4%
+29.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.2% | +21.6% | -17.4% | +0.1% |
| 30D | +17.8% | +12.0% | +5.8% | +14.8% |
| 3M | +25.8% | -3.9% | +29.7% | +26.1% |
| 6M | +73.8% | -3.3% | +77.1% | +73.3% |
| YTD | +54.7% | -4.6% | +59.4% | +52.4% |
| 1Y | +33.4% | -7.0% | +40.4% | +31.8% |
| 3Y | +72.2% | -24.4% | +96.6% | +73.3% |
| All | -3.3% | -32.4% | +29.1% | -8.9% |
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 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