-1.6%
MOS vs BN
+280.2%
-281.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.8% |
| 7D | +24.8% | +4.3% | +20.5% | +22.0% |
| 30D | +22.7% | +14.3% | +8.4% | +13.5% |
| 3M | -1.2% | -4.1% | +2.9% | +0.8% |
| 6M | +5.5% | -9.7% | +15.2% | +11.1% |
| YTD | -2.0% | -7.1% | +5.2% | -0.4% |
| 1Y | -7.9% | -7.4% | -0.5% | -6.7% |
| 3Y | -25.0% | +102.3% | -127.3% | -56.9% |
| 5Y | -27.7% | +35.9% | -63.7% | -47.4% |
| 10Y | -1.6% | +289.2% | -290.7% | -63.1% |
| All | -1.6% | +280.2% | -281.8% | -63.1% |
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