-6.1%
MOS vs BBAI
-70.8%
+64.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.5% |
| 7D | +9.5% | -4.3% | +13.8% | +9.7% |
| 30D | +10.4% | -3.6% | +14.1% | +10.5% |
| 3M | +12.9% | -38.8% | +51.7% | +14.4% |
| 6M | +1.2% | -23.8% | +25.0% | +1.8% |
| YTD | +9.3% | -45.9% | +55.2% | +10.8% |
| 1Y | -18.0% | -40.8% | +22.8% | -17.4% |
| 3Y | -29.0% | +69.8% | -98.8% | -32.8% |
| 5Y | -9.6% | -70.3% | +60.7% | -11.0% |
| All | -6.1% | -70.8% | +64.7% | -6.2% |
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