+7.6%
MOS vs BBWI
-43.7%
+51.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.0% |
| 7D | +21.6% | -6.2% | +27.8% | +23.6% |
| 30D | +12.0% | +19.9% | -8.0% | +6.5% |
| 3M | -3.9% | +7.1% | -11.0% | -6.7% |
| 6M | -3.3% | +13.7% | -17.0% | -8.4% |
| YTD | -4.6% | +9.6% | -14.2% | -10.6% |
| 1Y | -7.0% | -1.6% | -5.3% | -11.4% |
| 3Y | -24.4% | -25.9% | +1.4% | -26.5% |
| 5Y | -32.1% | -67.8% | +35.7% | -19.9% |
| All | +7.6% | -43.7% | +51.4% | -18.2% |
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