+212.3%
BMNR vs MOS
-28.5%
+240.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +3.7% |
| 7D | -8.5% | -0.4% | -8.2% | -8.5% |
| 30D | +33.8% | +10.0% | +23.8% | +17.3% |
| 3M | +54.7% | +28.2% | +26.6% | +6.6% |
| 6M | +16.7% | -3.1% | +19.8% | +3.7% |
| YTD | -10.9% | +7.4% | -18.3% | -49.0% |
| 1Y | -46.9% | -21.8% | -25.1% | -22.5% |
| All | +212.3% | -28.5% | +240.9% | -120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling