+124.4%
MOS vs BHP
+7,085.6%
-6,961.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.1% |
| 7D | +24.8% | +3.8% | +21.0% | +22.3% |
| 30D | +22.7% | -6.5% | +29.2% | +27.4% |
| 3M | -1.2% | -8.5% | +7.3% | +3.7% |
| 6M | +5.5% | -2.2% | +7.7% | +6.1% |
| YTD | -2.0% | +40.0% | -42.0% | -20.3% |
| 1Y | -7.9% | +51.3% | -59.3% | -28.4% |
| 3Y | -25.0% | +56.5% | -81.5% | -44.0% |
| 5Y | -27.7% | +130.2% | -157.9% | -57.4% |
| 10Y | -1.6% | +336.5% | -338.1% | -58.5% |
| All | +124.4% | +7,085.6% | -6,961.1% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling