+133.4%
BMNR vs MOS
-34.8%
+168.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.8% |
| 7D | -11.9% | +24.8% | -36.7% | -31.6% |
| 30D | -24.8% | +22.7% | -47.4% | -41.1% |
| 3M | -0.1% | -1.2% | +1.1% | -2.5% |
| 6M | -18.4% | +5.5% | -24.0% | -30.2% |
| YTD | -33.4% | -2.0% | -31.4% | -58.4% |
| 1Y | -56.1% | -7.9% | -48.1% | -70.5% |
| All | +133.4% | -34.8% | +168.1% | -116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling