+150.2%
MOS vs BDX
+5,351.6%
-5,201.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +9.5% | -2.5% | +12.1% | +10.4% |
| 30D | +10.4% | +8.3% | +2.2% | +7.8% |
| 3M | +12.9% | +24.4% | -11.5% | +5.4% |
| 6M | +1.2% | +9.2% | -7.9% | -1.8% |
| YTD | +9.3% | +22.7% | -13.4% | +2.3% |
| 1Y | -18.0% | +25.9% | -43.9% | -23.9% |
| 3Y | -29.0% | -10.5% | -18.6% | -28.0% |
| 5Y | -9.6% | +1.9% | -11.5% | -12.6% |
| 10Y | +6.1% | +58.7% | -52.6% | -11.3% |
| All | +150.2% | +5,351.6% | -5,201.4% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling