+118.3%
MOS vs BHP
+6,976.6%
-6,858.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.8% |
| 7D | +21.6% | +0.9% | +20.7% | +21.2% |
| 30D | +12.0% | -6.3% | +18.2% | +16.1% |
| 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% | -21.7% |
| 1Y | -7.0% | +49.7% | -56.7% | -27.2% |
| 3Y | -24.4% | +51.7% | -76.1% | -42.6% |
| 5Y | -32.1% | +122.0% | -154.1% | -59.2% |
| 10Y | +10.3% | +382.4% | -372.1% | -55.8% |
| All | +118.3% | +6,976.6% | -6,858.3% | -51.1% |
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