-6.3%
MOS vs BDX
+95.1%
-101.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.3% |
| 7D | -2.0% | +2.9% | -4.9% | -3.1% |
| 30D | +15.3% | +15.4% | -0.1% | +9.3% |
| 3M | +1.5% | +20.5% | -19.0% | -5.4% |
| 6M | -2.0% | +53.2% | -55.2% | -16.7% |
| YTD | -6.5% | +45.7% | -52.2% | -19.3% |
| 1Y | -11.1% | +47.3% | -58.3% | -23.5% |
| 3Y | -30.3% | +25.1% | -55.3% | -37.2% |
| 5Y | -33.5% | +27.4% | -61.0% | -41.5% |
| All | -6.3% | +95.1% | -101.4% | -24.8% |
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