-28.3%
MOS vs BHP
+76.8%
-105.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.6% |
| 7D | +9.5% | -2.9% | +12.4% | +11.1% |
| 30D | +10.4% | +3.4% | +7.1% | +8.6% |
| 3M | +12.9% | +4.1% | +8.8% | +10.3% |
| 6M | +1.2% | +20.6% | -19.3% | -8.6% |
| YTD | +9.3% | +56.1% | -46.7% | -13.8% |
| 1Y | -18.0% | +69.6% | -87.6% | -38.2% |
| All | -28.3% | +76.8% | -105.1% | -48.4% |
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 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