-15.6%
MOS vs BBWI
+2.4%
-18.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +4.1% | +13.3% | +17.0% |
| 7D | +17.9% | +8.8% | +9.2% | +17.2% |
| 30D | +1.6% | +34.8% | -33.3% | -0.9% |
| 3M | -4.0% | +12.9% | -16.9% | -5.1% |
| 6M | -4.1% | +29.6% | -33.7% | -6.9% |
| YTD | -7.8% | +20.8% | -28.6% | -10.7% |
| 1Y | -15.6% | +4.1% | -19.7% | -17.1% |
| All | -15.6% | +2.4% | -18.0% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling