+1,647.0%
BMY vs MOS
+122.8%
+1,524.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -4.9% | -2.0% |
| 7D | +2.8% | +22.5% | -19.7% | +0.3% |
| 30D | +5.9% | +6.6% | -0.7% | +4.9% |
| 3M | -0.8% | -3.8% | +3.0% | -0.7% |
| 6M | +12.1% | -2.2% | +14.3% | +11.6% |
| YTD | +21.0% | -4.8% | +25.8% | +20.2% |
| 1Y | +40.4% | -11.7% | +52.1% | +40.5% |
| 3Y | +36.3% | -26.5% | +62.8% | +37.5% |
| 5Y | +29.3% | -32.2% | +61.5% | +27.9% |
| 10Y | +74.8% | +10.2% | +64.6% | +52.6% |
| All | +1,647.0% | +122.8% | +1,524.2% | +959.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling