+150.2%
MOS vs BBWI
+1,034.6%
-884.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.7% |
| 7D | +9.5% | +1.5% | +8.0% | +9.0% |
| 30D | +10.4% | -5.2% | +15.6% | +11.3% |
| 3M | +12.9% | +11.1% | +1.8% | +8.4% |
| 6M | +1.2% | -13.4% | +14.6% | +2.4% |
| YTD | +9.3% | +0.1% | +9.2% | +5.6% |
| 1Y | -18.0% | -36.1% | +18.1% | -11.9% |
| 3Y | -29.0% | -44.1% | +15.1% | -25.0% |
| 5Y | -9.6% | -66.2% | +56.7% | +4.3% |
| 10Y | +6.1% | -54.8% | +60.8% | -5.5% |
| All | +150.2% | +1,034.6% | -884.4% | -3.9% |
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