+118.0%
MOS vs BBWI
+1,184.1%
-1,066.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.2% | +9.5% | +4.9% |
| 7D | +22.5% | -3.1% | +25.6% | +23.6% |
| 30D | +6.6% | +23.1% | -16.5% | +0.6% |
| 3M | -3.8% | +7.3% | -11.1% | -6.8% |
| 6M | -2.2% | +22.6% | -24.8% | -9.3% |
| YTD | -4.8% | +13.3% | -18.1% | -11.6% |
| 1Y | -11.7% | -2.6% | -9.1% | -15.7% |
| 3Y | -26.5% | -25.9% | -0.6% | -28.4% |
| 5Y | -32.2% | -66.7% | +34.5% | -21.7% |
| 10Y | +10.2% | -41.6% | +51.7% | -8.7% |
| All | +118.0% | +1,184.1% | -1,066.1% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling