+112.8%
BP vs MOS
-33.6%
+146.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | +3.8% | -2.0% | +5.8% | +4.2% |
| 30D | -5.3% | +15.3% | -20.6% | -9.3% |
| 3M | +9.3% | +1.5% | +7.8% | +7.9% |
| 6M | +7.2% | -2.0% | +9.2% | +5.7% |
| YTD | +38.0% | -6.5% | +44.6% | +36.0% |
| 1Y | +33.2% | -11.1% | +44.3% | +32.9% |
| 3Y | +50.3% | -30.3% | +80.5% | +56.2% |
| All | +112.8% | -33.6% | +146.4% | +97.1% |
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 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