+289.7%
BNY vs MOS
-26.9%
+316.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +1.4% | +10.0% | -8.5% | +0.1% |
| 3M | +16.8% | +28.2% | -11.3% | +12.6% |
| 6M | +42.0% | -3.1% | +45.1% | +41.6% |
| YTD | +41.9% | +7.4% | +34.5% | +39.0% |
| 1Y | +59.2% | -21.8% | +81.0% | +63.2% |
| All | +289.7% | -26.9% | +316.6% | +292.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling