-2.6%
MOS vs BBWI
-46.6%
+44.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +5.5% | -7.7% | +13.2% | +7.5% |
| 30D | +21.0% | +24.8% | -3.8% | +13.9% |
| 3M | -0.5% | +16.2% | -16.7% | -5.4% |
| 6M | +6.6% | +15.8% | -9.2% | +0.5% |
| YTD | -2.8% | +11.4% | -14.2% | -9.2% |
| 1Y | -8.1% | +3.2% | -11.3% | -13.5% |
| 3Y | -25.6% | -23.5% | -2.1% | -28.2% |
| 5Y | -29.8% | -67.4% | +37.6% | -17.4% |
| All | -2.6% | -46.6% | +44.1% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling