+44.2%
BP vs MOS
-26.6%
+70.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -11.6% | +21.6% | -33.2% | -14.6% |
| 30D | 0.0% | +12.0% | -11.9% | -1.9% |
| 3M | +6.7% | -3.9% | +10.6% | +7.5% |
| 6M | +2.2% | -3.3% | +5.5% | +2.3% |
| YTD | +33.0% | -4.6% | +37.6% | +31.9% |
| 1Y | +30.7% | -7.0% | +37.7% | +30.2% |
| 3Y | +44.2% | -24.4% | +68.6% | +46.1% |
| All | +44.2% | -26.6% | +70.8% | +46.1% |
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 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