-18.0%
MOS vs BAH
-28.2%
+10.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | +9.5% | -3.2% | +12.8% | +10.0% |
| 30D | +10.4% | +2.0% | +8.4% | +10.0% |
| 3M | +12.9% | -7.6% | +20.5% | +13.9% |
| 6M | +1.2% | -5.7% | +6.9% | +1.6% |
| YTD | +9.3% | -11.7% | +21.0% | +8.9% |
| 1Y | -18.0% | -27.4% | +9.4% | -14.8% |
| All | -18.0% | -28.2% | +10.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling