+150.2%
MOS vs BHP
+7,909.4%
-7,759.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.6% |
| 7D | +9.5% | -2.9% | +12.4% | +11.3% |
| 30D | +10.4% | +3.4% | +7.1% | +8.4% |
| 3M | +12.9% | +4.1% | +8.8% | +10.0% |
| 6M | +1.2% | +20.6% | -19.3% | -9.9% |
| YTD | +9.3% | +56.1% | -46.7% | -16.2% |
| 1Y | -18.0% | +69.6% | -87.6% | -40.3% |
| 3Y | -29.0% | +78.8% | -107.8% | -50.9% |
| 5Y | -9.6% | +113.1% | -122.6% | -44.4% |
| 10Y | +6.1% | +505.9% | -499.8% | -62.6% |
| All | +150.2% | +7,909.4% | -7,759.1% | -47.7% |
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