-27.5%
MOS vs BHP
+58.3%
-85.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.4% |
| 7D | +5.5% | +2.4% | +3.1% | +4.1% |
| 30D | +21.0% | -5.4% | +26.3% | +24.2% |
| 3M | -0.5% | -6.9% | +6.4% | +2.9% |
| 6M | +6.6% | -4.3% | +10.9% | +8.3% |
| YTD | -2.8% | +41.6% | -44.4% | -19.9% |
| 1Y | -8.1% | +53.3% | -61.4% | -27.4% |
| All | -27.5% | +58.3% | -85.8% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling