+223.1%
BMNR vs MOS
-28.5%
+251.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.3% | +4.4% |
| 7D | +0.2% | -1.7% | +2.0% | +2.1% |
| 30D | +39.9% | +12.4% | +27.5% | +19.4% |
| 3M | +51.5% | +20.5% | +31.1% | +14.3% |
| 6M | +18.9% | -12.0% | +30.9% | +32.5% |
| YTD | -7.8% | +7.4% | -15.2% | -47.2% |
| 1Y | -47.6% | -22.5% | -25.1% | -20.0% |
| All | +223.1% | -28.5% | +251.6% | -121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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