+315.2%
BNY vs MOS
-4.2%
+319.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.6% | +1.2% |
| 7D | +3.6% | -2.6% | +6.1% | +4.2% |
| 30D | +8.8% | +13.5% | -4.6% | +4.9% |
| 3M | -5.8% | -2.9% | -2.9% | -6.1% |
| 6M | +15.5% | -1.0% | +16.5% | +13.8% |
| YTD | +33.9% | -7.2% | +41.1% | +32.5% |
| 1Y | +38.0% | -11.4% | +49.4% | +37.9% |
| 3Y | +258.2% | -29.0% | +287.2% | +266.7% |
| 5Y | +191.1% | -34.0% | +225.1% | +184.7% |
| All | +315.2% | -4.2% | +319.3% | +205.1% |
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 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