-4.7%
BN vs MOH
+53.5%
-58.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.9% | -2.9% | +6.2% |
| 7D | +12.0% | +14.3% | -2.3% | +12.3% |
| 30D | +17.0% | +16.7% | +0.3% | +17.6% |
| 3M | -3.2% | +18.3% | -21.6% | -2.6% |
| 6M | -3.9% | +15.8% | -19.7% | -3.1% |
| YTD | -5.6% | +30.5% | -36.1% | -4.3% |
| 1Y | -4.7% | +49.3% | -54.0% | -5.6% |
| All | -4.7% | +53.5% | -58.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling