-15.6%
MOS vs BIYA
-99.9%
+84.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +21.6% | -10.5% | +32.1% | +21.4% |
| 30D | +12.0% | -51.7% | +63.7% | +10.9% |
| 3M | -3.9% | -60.8% | +56.9% | -4.6% |
| 6M | -3.3% | -90.6% | +87.3% | -3.7% |
| YTD | -4.6% | -97.1% | +92.5% | -5.2% |
| 1Y | -7.0% | -99.1% | +92.1% | -5.8% |
| All | -15.6% | -99.9% | +84.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling