+32.4%
BN vs MOH
-19.7%
+52.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | +0.3% |
| 7D | -5.2% | +1.7% | -6.9% | -5.3% |
| 30D | -14.5% | -0.9% | -13.6% | -14.4% |
| 3M | -15.0% | +5.7% | -20.7% | -15.5% |
| 6M | -5.4% | +39.1% | -44.5% | -8.4% |
| YTD | -16.4% | +17.7% | -34.1% | -18.3% |
| 1Y | -16.2% | +8.4% | -24.6% | -17.7% |
| 3Y | +67.5% | -36.6% | +104.1% | +69.8% |
| All | +32.4% | -19.7% | +52.1% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling