+135.7%
BP vs MOS
-1.8%
+137.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.8% |
| 7D | -0.8% | +5.5% | -6.2% | -2.6% |
| 30D | -3.1% | +21.0% | -24.1% | -10.2% |
| 3M | +6.2% | -0.5% | +6.6% | +4.7% |
| 6M | +4.8% | +6.6% | -1.8% | -0.5% |
| YTD | +35.2% | -2.8% | +37.9% | +30.3% |
| 1Y | +27.4% | -8.1% | +35.5% | +25.0% |
| 3Y | +49.8% | -25.6% | +75.4% | +52.4% |
| 5Y | +109.4% | -29.8% | +139.1% | +103.6% |
| 10Y | +135.7% | +0.6% | +135.1% | +57.3% |
| All | +135.7% | -1.8% | +137.5% | +57.3% |
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