-15.6%
MOS vs BN
-3.9%
-11.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.1% | +11.3% | +16.3% |
| 7D | +17.9% | +12.0% | +6.0% | +16.7% |
| 30D | +1.6% | +17.0% | -15.5% | +0.4% |
| 3M | -4.0% | -3.2% | -0.8% | -4.3% |
| 6M | -4.1% | -3.9% | -0.3% | -4.3% |
| YTD | -7.8% | -5.6% | -2.2% | -9.3% |
| 1Y | -15.6% | -4.7% | -10.8% | -17.9% |
| All | -15.6% | -3.9% | -11.7% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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