+8,024.8%
BNY vs MOS
+155.8%
+7,869.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +1.4% | +9.5% | -8.1% | -1.0% |
| 30D | +3.8% | +10.4% | -6.6% | +0.9% |
| 3M | +14.9% | +12.9% | +2.0% | +10.5% |
| 6M | +40.3% | +1.2% | +39.1% | +37.5% |
| YTD | +43.8% | +9.3% | +34.4% | +37.4% |
| 1Y | +58.9% | -18.0% | +76.9% | +62.7% |
| 3Y | +290.4% | -29.0% | +319.4% | +302.7% |
| 5Y | +250.1% | -9.6% | +259.7% | +221.7% |
| 10Y | +410.7% | +6.1% | +404.7% | +303.2% |
| All | +8,024.8% | +155.8% | +7,869.0% | +3,638.1% |
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 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