-32.8%
MOS vs BHP
+120.8%
-153.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.8% |
| 7D | +21.6% | +0.9% | +20.7% | +21.1% |
| 30D | +12.0% | -6.3% | +18.2% | +16.0% |
| 3M | -3.9% | -7.1% | +3.2% | +0.1% |
| 6M | -3.3% | -3.2% | -0.1% | -2.3% |
| YTD | -4.6% | +37.9% | -42.5% | -22.3% |
| 1Y | -7.0% | +49.7% | -56.7% | -27.8% |
| 3Y | -24.4% | +51.7% | -76.1% | -43.4% |
| All | -32.8% | +120.8% | -153.5% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling