+1,335.7%
BP vs MOS
+155.8%
+1,179.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +3.9% | +9.5% | -5.6% | +1.5% |
| 30D | +7.6% | +10.4% | -2.8% | +4.7% |
| 3M | +0.7% | +12.9% | -12.2% | -3.3% |
| 6M | +15.5% | +1.2% | +14.2% | +12.9% |
| YTD | +30.8% | +9.3% | +21.5% | +25.1% |
| 1Y | +34.3% | -18.0% | +52.3% | +37.7% |
| 3Y | +35.1% | -29.0% | +64.1% | +40.4% |
| 5Y | +126.8% | -9.6% | +136.4% | +114.6% |
| 10Y | +123.4% | +6.1% | +117.3% | +87.0% |
| All | +1,335.7% | +155.8% | +1,179.9% | +832.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling