+7.6%
MOS vs BAH
+220.7%
-213.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.1% |
| 7D | +21.6% | -3.5% | +25.1% | +22.6% |
| 30D | +12.0% | +24.3% | -12.3% | +6.6% |
| 3M | -3.9% | +16.3% | -20.2% | -7.3% |
| 6M | -3.3% | +13.6% | -16.9% | -6.8% |
| YTD | -4.6% | +3.5% | -8.1% | -7.0% |
| 1Y | -7.0% | +2.7% | -9.7% | -9.1% |
| 3Y | -24.4% | -26.6% | +2.2% | -22.9% |
| 5Y | -32.1% | +8.5% | -40.6% | -38.7% |
| All | +7.6% | +220.7% | -213.1% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling