+133.4%
BMNR vs MAS
+37.4%
+96.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | -11.9% | +3.6% | -15.5% | -12.9% |
| 30D | -24.8% | +23.8% | -48.6% | -31.3% |
| 3M | -0.1% | +14.4% | -14.5% | -5.6% |
| 6M | -18.4% | +19.7% | -38.2% | -24.7% |
| YTD | -33.4% | +36.0% | -69.4% | -43.6% |
| 1Y | -56.1% | +40.4% | -96.4% | -63.7% |
| All | +133.4% | +37.4% | +96.0% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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