+7,465.1%
BNY vs MOS
+127.5%
+7,337.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.2% |
| 7D | 0.0% | +5.5% | -5.5% | -1.4% |
| 30D | +7.4% | +21.0% | -13.6% | +1.6% |
| 3M | -4.3% | -0.5% | -3.9% | -5.3% |
| 6M | +16.2% | +6.6% | +9.6% | +12.3% |
| YTD | +33.9% | -2.8% | +36.6% | +30.8% |
| 1Y | +39.7% | -8.1% | +47.7% | +38.2% |
| 3Y | +258.0% | -25.6% | +283.6% | +262.5% |
| 5Y | +191.4% | -29.8% | +221.1% | +184.9% |
| 10Y | +322.0% | +0.6% | +321.5% | +235.7% |
| All | +7,465.1% | +127.5% | +7,337.6% | +3,458.6% |
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