+212.5%
BMNR vs MAS
+12.0%
+200.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.3% |
| 7D | +5.0% | -2.2% | +7.2% | +6.0% |
| 30D | +33.8% | -6.7% | +40.5% | +37.8% |
| 3M | +49.4% | -3.7% | +53.1% | +51.5% |
| 6M | +17.0% | +9.0% | +8.0% | +11.2% |
| YTD | -10.8% | +10.8% | -21.6% | -17.7% |
| 1Y | -45.7% | -3.8% | -41.9% | -45.1% |
| All | +212.5% | +12.0% | +200.5% | +246.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling