+35.6%
BMY vs MOS
-26.6%
+62.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -0.5% | +21.6% | -22.1% | -2.2% |
| 30D | +4.1% | +12.0% | -7.9% | +3.0% |
| 3M | -2.1% | -3.9% | +1.8% | -2.2% |
| 6M | +12.2% | -3.3% | +15.5% | +11.8% |
| YTD | +20.3% | -4.6% | +25.0% | +19.3% |
| 1Y | +39.2% | -7.0% | +46.2% | +38.1% |
| 3Y | +35.6% | -24.4% | +60.0% | +38.3% |
| All | +35.6% | -26.6% | +62.2% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling