+2.8%
MOS vs BN
+289.4%
-286.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | -0.4% |
| 7D | +19.7% | +3.6% | +16.0% | +17.4% |
| 30D | +21.5% | +15.9% | +5.7% | +11.6% |
| 3M | -0.4% | -2.3% | +1.9% | +0.6% |
| 6M | +4.5% | -8.4% | +13.0% | +9.2% |
| YTD | -2.9% | -5.9% | +3.0% | -2.1% |
| 1Y | -7.7% | -5.6% | -2.1% | -7.5% |
| 3Y | -25.6% | +104.2% | -129.9% | -57.4% |
| 5Y | -31.2% | +35.5% | -66.6% | -49.5% |
| 10Y | +2.8% | +285.2% | -282.4% | -60.3% |
| All | +2.8% | +289.4% | -286.5% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling