+127.7%
BP vs MOS
+6.2%
+121.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | -6.9% | +19.7% | -26.5% | -13.1% |
| 30D | -3.6% | +21.5% | -25.1% | -10.7% |
| 3M | +8.4% | -0.4% | +8.8% | +6.9% |
| 6M | +5.3% | +4.5% | +0.8% | +0.7% |
| YTD | +33.2% | -2.9% | +36.1% | +28.5% |
| 1Y | +28.2% | -7.7% | +35.9% | +25.6% |
| 3Y | +49.2% | -25.6% | +74.9% | +52.0% |
| 5Y | +102.9% | -31.2% | +134.0% | +98.9% |
| 10Y | +127.7% | +2.8% | +124.9% | +49.1% |
| All | +127.7% | +6.2% | +121.5% | +49.1% |
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