+128.6%
BP vs MOS
-8.7%
+137.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +3.9% | +9.5% | -5.6% | +1.4% |
| 30D | +7.6% | +10.4% | -2.8% | +4.6% |
| 3M | +0.7% | +12.9% | -12.2% | -3.4% |
| 6M | +15.5% | +1.2% | +14.2% | +12.9% |
| YTD | +30.8% | +9.3% | +21.5% | +24.5% |
| 1Y | +34.3% | -18.0% | +52.3% | +38.9% |
| 3Y | +35.1% | -29.0% | +64.1% | +41.7% |
| All | +128.6% | -8.7% | +137.3% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling