+1,431.7%
MOH vs BNS
+1,055.8%
+375.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -0.9% | +3.5% | -4.3% | -2.5% |
| 3M | +5.7% | +14.1% | -8.4% | -0.3% |
| 6M | +39.1% | +33.8% | +5.3% | +22.0% |
| YTD | +17.7% | +29.5% | -11.8% | +4.3% |
| 1Y | +8.4% | +48.4% | -40.0% | -9.7% |
| 3Y | -36.6% | +129.6% | -166.2% | -57.4% |
| 5Y | -19.1% | +96.1% | -115.2% | -42.5% |
| 10Y | +262.8% | +186.2% | +76.6% | +108.9% |
| All | +1,431.7% | +1,055.8% | +375.9% | +487.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling