+118.3%
MOS vs BDX
+6,189.4%
-6,071.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +21.6% | +7.1% | +14.5% | +19.3% |
| 30D | +12.0% | +17.6% | -5.6% | +6.6% |
| 3M | -3.9% | +20.4% | -24.2% | -9.1% |
| 6M | -3.3% | +48.3% | -51.6% | -14.6% |
| YTD | -4.6% | +41.6% | -46.2% | -14.6% |
| 1Y | -7.0% | +55.7% | -62.7% | -19.1% |
| 3Y | -24.4% | +10.6% | -35.1% | -28.2% |
| 5Y | -32.1% | +24.0% | -56.1% | -38.1% |
| 10Y | +10.3% | +84.8% | -74.5% | -11.9% |
| All | +118.3% | +6,189.4% | -6,071.1% | -22.4% |
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