-24.5%
MOS vs BAH
-22.8%
-1.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.1% |
| 7D | +22.5% | +6.0% | +16.4% | +21.6% |
| 30D | +6.6% | +31.1% | -24.4% | +2.9% |
| 3M | -3.8% | +25.2% | -29.0% | -6.7% |
| 6M | -2.2% | +18.9% | -21.1% | -4.8% |
| YTD | -4.8% | +8.3% | -13.1% | -6.6% |
| 1Y | -11.7% | +6.2% | -17.9% | -13.1% |
| All | -24.5% | -22.8% | -1.7% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling