-32.8%
MOS vs BAH
+8.3%
-41.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.1% |
| 7D | +21.6% | -3.5% | +25.1% | +22.5% |
| 30D | +12.0% | +24.3% | -12.3% | +6.8% |
| 3M | -3.9% | +16.3% | -20.2% | -7.1% |
| 6M | -3.3% | +13.6% | -16.9% | -6.6% |
| YTD | -4.6% | +3.5% | -8.1% | -6.9% |
| 1Y | -7.0% | +2.7% | -9.7% | -9.0% |
| 3Y | -24.4% | -26.6% | +2.2% | -24.7% |
| All | -32.8% | +8.3% | -41.0% | -45.6% |
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