-9.6%
MOS vs BBWI
-66.0%
+56.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.9% |
| 7D | +9.5% | +1.5% | +8.0% | +9.2% |
| 30D | +10.4% | -5.2% | +15.6% | +11.2% |
| 3M | +12.9% | +11.1% | +1.8% | +9.5% |
| 6M | +1.2% | -13.4% | +14.6% | +2.5% |
| YTD | +9.3% | +0.1% | +9.2% | +6.6% |
| 1Y | -18.0% | -36.1% | +18.1% | -12.5% |
| 3Y | -29.0% | -44.1% | +15.1% | -25.4% |
| All | -9.6% | -66.0% | +56.4% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling