+12.6%
MOS vs BDX
+53.5%
-41.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.8% |
| 7D | +7.1% | -4.3% | +11.3% | +8.7% |
| 30D | +15.0% | +1.3% | +13.8% | +14.5% |
| 3M | +24.1% | +20.2% | +3.8% | +15.5% |
| 6M | +2.7% | +8.6% | -5.9% | -0.8% |
| YTD | +12.2% | +19.0% | -6.8% | +4.6% |
| 1Y | -16.3% | +21.2% | -37.5% | -22.5% |
| 3Y | -23.3% | -9.7% | -13.6% | -22.1% |
| 5Y | -4.2% | -3.4% | -0.8% | -6.3% |
| 10Y | +12.6% | +53.9% | -41.3% | -3.0% |
| All | +12.6% | +53.5% | -41.0% | -3.0% |
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