-6.3%
MOS vs BBWI
-47.4%
+41.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.4% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +15.3% | +12.9% | +2.4% | +11.5% |
| 3M | +1.5% | +16.0% | -14.5% | -3.4% |
| 6M | -2.0% | +16.6% | -18.6% | -7.7% |
| YTD | -6.5% | +9.7% | -16.3% | -12.3% |
| 1Y | -11.1% | +1.5% | -12.5% | -16.0% |
| 3Y | -30.3% | -21.4% | -8.9% | -33.2% |
| 5Y | -33.5% | -67.6% | +34.0% | -21.7% |
| All | -6.3% | -47.4% | +41.1% | -32.1% |
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 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