+58.2%
BMY vs MOS
+3.2%
+55.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | +1.8% | +24.8% | -23.0% | -0.6% |
| 30D | +6.2% | +22.7% | -16.5% | +3.9% |
| 3M | -2.1% | -1.2% | -0.9% | -2.4% |
| 6M | +14.3% | +5.5% | +8.7% | +12.9% |
| YTD | +21.6% | -2.0% | +23.6% | +20.5% |
| 1Y | +38.8% | -7.9% | +46.7% | +38.3% |
| 3Y | +42.9% | -25.0% | +67.9% | +43.7% |
| 5Y | +30.1% | -27.7% | +57.8% | +26.7% |
| 10Y | +58.2% | -1.6% | +59.7% | +35.8% |
| All | +58.2% | +3.2% | +55.0% | +35.8% |
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