+258.5%
BN vs MOH
+264.4%
-5.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | +0.1% |
| 7D | -5.2% | +1.7% | -6.9% | -5.5% |
| 30D | -14.5% | -0.9% | -13.6% | -14.4% |
| 3M | -15.0% | +5.7% | -20.7% | -16.1% |
| 6M | -5.4% | +39.1% | -44.5% | -11.6% |
| YTD | -16.4% | +17.7% | -34.1% | -20.6% |
| 1Y | -16.2% | +8.4% | -24.6% | -19.8% |
| 3Y | +67.5% | -36.6% | +104.1% | +71.0% |
| 5Y | +34.1% | -19.1% | +53.2% | +27.1% |
| All | +258.5% | +264.4% | -5.9% | +153.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling