-21.2%
MOS vs BDX
+21.5%
-42.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.5% |
| 7D | +0.5% | -5.4% | +5.9% | +2.6% |
| 30D | +10.9% | -2.2% | +13.1% | +11.8% |
| 3M | +29.2% | +20.1% | +9.2% | +19.9% |
| 6M | -2.3% | +9.1% | -11.3% | -4.7% |
| YTD | +8.3% | +17.9% | -9.6% | +1.2% |
| 1Y | -21.2% | +22.1% | -43.3% | -25.8% |
| All | -21.2% | +21.5% | -42.7% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling