+30.9%
BMY vs MOS
-33.6%
+64.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.7% |
| 7D | +2.1% | -2.0% | +4.0% | +2.2% |
| 30D | +7.0% | +15.3% | -8.3% | +6.0% |
| 3M | -0.9% | +1.5% | -2.4% | -1.2% |
| 6M | +14.9% | -2.0% | +16.9% | +14.5% |
| YTD | +22.8% | -6.5% | +29.3% | +22.4% |
| 1Y | +36.2% | -11.1% | +47.3% | +36.0% |
| 3Y | +45.7% | -30.3% | +75.9% | +46.3% |
| All | +30.9% | -33.6% | +64.5% | +30.9% |
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