-7.2%
MOS vs BDX
+47.1%
-54.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | +5.5% | +2.5% | +2.9% | +4.2% |
| 30D | +21.0% | +13.6% | +7.4% | +14.6% |
| 3M | -0.5% | +18.9% | -19.4% | -7.4% |
| 6M | +6.6% | +51.8% | -45.2% | -10.3% |
| YTD | -2.8% | +43.3% | -46.1% | -16.5% |
| All | -7.2% | +47.1% | -54.3% | -20.2% |
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