-50.1%
MOS vs BAH
+886.2%
-936.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +9.5% | -3.2% | +12.8% | +10.3% |
| 30D | +10.4% | +2.0% | +8.4% | +9.8% |
| 3M | +12.9% | -7.6% | +20.5% | +14.4% |
| 6M | +1.2% | -5.7% | +6.9% | +1.7% |
| YTD | +9.3% | -11.7% | +21.0% | +10.7% |
| 1Y | -18.0% | -27.4% | +9.4% | -13.2% |
| 3Y | -29.0% | -32.5% | +3.5% | -26.0% |
| 5Y | -9.6% | -3.3% | -6.3% | -14.9% |
| 10Y | +6.1% | +186.0% | -179.9% | -25.0% |
| All | -50.1% | +886.2% | -936.3% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling