-18.1%
MOS vs BBAI
-77.8%
+59.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +21.6% | -14.6% | +36.2% | +22.1% |
| 30D | +12.0% | -11.6% | +23.5% | +12.3% |
| 3M | -3.9% | -26.2% | +22.4% | -3.1% |
| 6M | -3.3% | -49.2% | +45.9% | -1.6% |
| YTD | -4.6% | -58.9% | +54.2% | -2.6% |
| 1Y | -7.0% | -60.8% | +53.8% | -5.1% |
| 3Y | -24.4% | +51.0% | -75.4% | -28.0% |
| 5Y | -32.1% | -77.7% | +45.6% | -32.7% |
| All | -18.1% | -77.8% | +59.7% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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