+12.6%
MOS vs BHP
+509.4%
-496.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.5% |
| 7D | +7.1% | +1.3% | +5.8% | +6.2% |
| 30D | +15.0% | +4.0% | +11.1% | +12.1% |
| 3M | +24.1% | +12.3% | +11.8% | +14.3% |
| 6M | +2.7% | +30.8% | -28.1% | -15.9% |
| YTD | +12.2% | +58.8% | -46.6% | -20.3% |
| 1Y | -16.3% | +76.8% | -93.1% | -45.2% |
| 3Y | -23.3% | +87.5% | -110.8% | -53.6% |
| 5Y | -4.2% | +123.9% | -128.1% | -51.6% |
| 10Y | +12.6% | +504.4% | -491.8% | -69.4% |
| All | +12.6% | +509.4% | -496.9% | -69.4% |
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