+76.4%
BND vs MOS
+30.9%
+45.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.1% | +9.5% | -9.7% | -0.1% |
| 30D | -0.4% | +10.4% | -10.8% | -0.3% |
| 3M | -0.6% | +12.9% | -13.5% | -0.6% |
| 6M | -1.4% | +1.2% | -2.7% | -1.4% |
| YTD | -0.2% | +9.3% | -9.5% | -0.1% |
| 1Y | +1.3% | -18.0% | +19.3% | +1.2% |
| 3Y | +13.2% | -29.0% | +42.2% | +13.0% |
| 5Y | -1.6% | -9.6% | +8.0% | -1.3% |
| 10Y | +15.5% | +6.1% | +9.4% | +15.5% |
| All | +76.4% | +30.9% | +45.5% | +79.2% |
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