+2.8%
MOS vs BDX
+84.6%
-81.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.2% |
| 7D | +19.7% | +8.4% | +11.3% | +16.3% |
| 30D | +21.5% | +17.1% | +4.4% | +14.6% |
| 3M | -0.4% | +22.4% | -22.8% | -7.6% |
| 6M | +4.5% | +45.9% | -41.4% | -9.5% |
| YTD | -2.9% | +43.8% | -46.7% | -15.6% |
| 1Y | -7.7% | +57.8% | -65.5% | -22.5% |
| 3Y | -25.6% | +25.4% | -51.0% | -33.1% |
| 5Y | -31.2% | +26.0% | -57.2% | -39.1% |
| 10Y | +2.8% | +88.0% | -85.1% | -17.5% |
| All | +2.8% | +84.6% | -81.8% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling