+406.5%
BNY vs MOS
+13.3%
+393.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -1.1% | +0.5% | -1.5% | -1.2% |
| 30D | +1.4% | +10.9% | -9.5% | -1.4% |
| 3M | +16.8% | +29.2% | -12.4% | +8.7% |
| 6M | +42.0% | -2.3% | +44.3% | +40.5% |
| YTD | +41.9% | +8.3% | +33.6% | +36.1% |
| 1Y | +59.2% | -21.2% | +80.4% | +65.0% |
| 3Y | +290.9% | -25.9% | +316.9% | +299.3% |
| 5Y | +259.0% | -9.4% | +268.4% | +222.5% |
| All | +406.5% | +13.3% | +393.1% | +256.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling