+316.9%
BNY vs MOS
-3.5%
+320.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +3.9% | -2.0% | +5.8% | +4.3% |
| 30D | +11.9% | +15.3% | -3.4% | +7.5% |
| 3M | -5.0% | +1.5% | -6.5% | -6.3% |
| 6M | +14.6% | -2.0% | +16.6% | +13.3% |
| YTD | +34.5% | -6.5% | +41.0% | +32.8% |
| 1Y | +40.6% | -11.1% | +51.7% | +40.3% |
| 3Y | +261.7% | -30.3% | +292.0% | +272.3% |
| 5Y | +192.3% | -33.5% | +225.8% | +185.3% |
| All | +316.9% | -3.5% | +320.3% | +205.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling