-7.0%
MOS vs BN
-9.2%
+2.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +21.6% | +5.3% | +16.2% | +21.1% |
| 30D | +12.0% | +11.9% | +0.1% | +11.4% |
| 3M | -3.9% | -5.7% | +1.9% | -3.7% |
| 6M | -3.3% | -10.6% | +7.3% | -3.0% |
| YTD | -4.6% | -9.4% | +4.7% | -5.6% |
| 1Y | -7.0% | -8.8% | +1.8% | -8.8% |
| All | -7.0% | -9.2% | +2.3% | -8.8% |
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