-30.3%
MOS vs BDX
+25.0%
-55.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.3% |
| 7D | -2.0% | +2.9% | -4.9% | -3.0% |
| 30D | +15.3% | +15.4% | -0.1% | +9.8% |
| 3M | +1.5% | +20.5% | -19.0% | -4.8% |
| 6M | -2.0% | +53.2% | -55.2% | -15.1% |
| YTD | -6.5% | +45.7% | -52.2% | -17.7% |
| 1Y | -11.1% | +47.3% | -58.3% | -21.9% |
| 3Y | -30.3% | +25.1% | -55.3% | -36.6% |
| All | -30.3% | +25.0% | -55.2% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling