+1.8%
BBY vs MOS
-8.7%
+10.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.9% |
| 7D | +9.5% | +9.5% | 0.0% | +7.6% |
| 30D | +6.8% | +10.4% | -3.6% | +4.7% |
| 3M | +28.9% | +12.9% | +16.0% | +25.3% |
| 6M | +37.8% | +1.2% | +36.6% | +35.6% |
| YTD | +38.7% | +9.3% | +29.4% | +33.8% |
| 1Y | +23.7% | -18.0% | +41.7% | +26.6% |
| 3Y | +39.1% | -29.0% | +68.1% | +42.0% |
| All | +1.8% | -8.7% | +10.6% | -7.5% |
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