-24.4%
MOS vs BBWI
-28.0%
+3.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.6% |
| 7D | +21.6% | -6.2% | +27.8% | +22.8% |
| 30D | +12.0% | +19.9% | -8.0% | +8.8% |
| 3M | -3.9% | +7.1% | -11.0% | -5.4% |
| 6M | -3.3% | +13.7% | -17.0% | -6.4% |
| YTD | -4.6% | +9.6% | -14.2% | -8.2% |
| 1Y | -7.0% | -1.6% | -5.3% | -9.2% |
| 3Y | -24.4% | -25.9% | +1.4% | -23.8% |
| All | -24.4% | -28.0% | +3.6% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling