+44.7%
BP vs MOS
-26.7%
+71.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.5% |
| 7D | -11.2% | +22.5% | -33.7% | -14.3% |
| 30D | -0.7% | +6.6% | -7.3% | -1.8% |
| 3M | +9.8% | -3.8% | +13.6% | +10.6% |
| 6M | -1.6% | -2.2% | +0.6% | -1.8% |
| YTD | +33.5% | -4.8% | +38.3% | +32.4% |
| 1Y | +31.7% | -11.7% | +43.4% | +32.9% |
| All | +44.7% | -26.7% | +71.5% | +46.7% |
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