-32.2%
MOS vs BAH
+12.6%
-44.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +3.0% |
| 7D | +22.5% | +6.0% | +16.4% | +21.1% |
| 30D | +6.6% | +31.1% | -24.4% | +0.7% |
| 3M | -3.8% | +25.2% | -29.0% | -8.5% |
| 6M | -2.2% | +18.9% | -21.1% | -6.4% |
| YTD | -4.8% | +8.3% | -13.1% | -7.8% |
| 1Y | -11.7% | +6.2% | -17.9% | -14.1% |
| 3Y | -26.5% | -22.8% | -3.8% | -27.6% |
| 5Y | -32.2% | +13.6% | -45.8% | -46.1% |
| All | -32.2% | +12.6% | -44.8% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling