+20.9%
MOS vs BBIO
+136.9%
-116.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -1.7% |
| 7D | +0.5% | -3.9% | +4.3% | +0.9% |
| 30D | +10.9% | -13.4% | +24.3% | +12.7% |
| 3M | +29.2% | +7.6% | +21.7% | +27.8% |
| 6M | -2.3% | -2.4% | +0.2% | -2.6% |
| YTD | +8.3% | -5.2% | +13.5% | +7.9% |
| 1Y | -21.2% | +36.9% | -58.1% | -25.1% |
| 3Y | -25.9% | +155.2% | -181.1% | -36.4% |
| 5Y | -9.4% | +44.0% | -53.4% | -28.7% |
| All | +20.9% | +136.9% | -116.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 10y: compounded portfolio wealth divided by compounded BBIO 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…
10y analysis · Full analysis span regression · 6 months rolling