+2.8%
MOS vs BHP
+363.1%
-360.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | -0.7% |
| 7D | +19.7% | +3.5% | +16.2% | +17.1% |
| 30D | +21.5% | -4.5% | +26.0% | +25.3% |
| 3M | -0.4% | -6.4% | +5.9% | +3.9% |
| 6M | +4.5% | -0.1% | +4.6% | +3.4% |
| YTD | -2.9% | +43.0% | -45.9% | -26.3% |
| 1Y | -7.7% | +56.5% | -64.2% | -34.4% |
| 3Y | -25.6% | +62.0% | -87.7% | -50.2% |
| 5Y | -31.2% | +130.4% | -161.5% | -66.6% |
| 10Y | +2.8% | +349.1% | -346.2% | -66.8% |
| All | +2.8% | +363.1% | -360.3% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling