-8.8%
MOS vs BBWI
-1.7%
-7.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.7% |
| 7D | +19.7% | -6.2% | +25.8% | +20.3% |
| 30D | +21.5% | +25.5% | -4.0% | +19.5% |
| 3M | -0.4% | +8.0% | -8.4% | -1.2% |
| 6M | +4.5% | +12.7% | -8.1% | +2.7% |
| YTD | -2.9% | +11.6% | -14.5% | -5.1% |
| All | -8.8% | -1.7% | -7.1% | -10.4% |
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