-36.6%
MOH vs BNS
+130.5%
-167.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | -0.9% | +3.5% | -4.3% | -1.1% |
| 3M | +5.7% | +14.1% | -8.4% | +5.3% |
| 6M | +39.1% | +33.8% | +5.3% | +38.1% |
| YTD | +17.7% | +29.5% | -11.8% | +16.7% |
| 1Y | +8.4% | +48.4% | -40.0% | +6.7% |
| 3Y | -36.6% | +129.6% | -166.2% | -38.1% |
| All | -36.6% | +130.5% | -167.0% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling