-1.3%
BND vs MOS
-8.7%
+7.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.1% | +9.5% | -9.7% | -0.2% |
| 30D | -0.4% | +10.4% | -10.8% | -0.4% |
| 3M | -0.6% | +12.9% | -13.5% | -0.7% |
| 6M | -1.4% | +1.2% | -2.7% | -1.5% |
| YTD | -0.2% | +9.3% | -9.5% | -0.3% |
| 1Y | +1.3% | -18.0% | +19.3% | +1.3% |
| 3Y | +13.2% | -29.0% | +42.2% | +12.9% |
| All | -1.3% | -8.7% | +7.5% | 0.0% |
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