+44.5%
BMY vs MOS
-25.3%
+69.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -2.0% | +5.5% | -7.5% | -2.4% |
| 30D | +9.3% | +21.0% | -11.7% | +7.4% |
| 3M | -0.1% | -0.5% | +0.4% | -0.4% |
| 6M | +15.5% | +6.6% | +8.9% | +14.0% |
| YTD | +21.8% | -2.8% | +24.6% | +20.6% |
| 1Y | +34.9% | -8.1% | +42.9% | +34.0% |
| All | +44.5% | -25.3% | +69.8% | +48.9% |
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 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