+103.9%
BP vs MOS
-32.4%
+136.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -11.6% | +21.6% | -33.2% | -16.4% |
| 30D | 0.0% | +12.0% | -11.9% | -3.4% |
| 3M | +6.7% | -3.9% | +10.6% | +7.0% |
| 6M | +2.2% | -3.3% | +5.5% | +1.3% |
| YTD | +33.0% | -4.6% | +37.6% | +30.5% |
| 1Y | +30.7% | -7.0% | +37.7% | +28.9% |
| 3Y | +44.2% | -24.4% | +68.6% | +46.1% |
| All | +103.9% | -32.4% | +136.3% | +88.9% |
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