+76.1%
BND vs MOS
+14.2%
+61.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | 0.0% | +21.6% | -21.5% | +0.1% |
| 30D | +2.3% | +12.0% | -9.7% | +2.3% |
| 3M | -0.2% | -3.9% | +3.7% | -0.2% |
| 6M | -1.0% | -3.3% | +2.3% | -1.0% |
| YTD | -0.4% | -4.6% | +4.3% | -0.4% |
| 1Y | -0.1% | -7.0% | +6.9% | -0.1% |
| 3Y | +15.1% | -24.4% | +39.5% | +15.1% |
| 5Y | -1.5% | -32.1% | +30.6% | -1.4% |
| 10Y | +16.0% | +10.3% | +5.7% | +16.3% |
| All | +76.1% | +14.2% | +61.9% | +78.8% |
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