-24.4%
MOS vs BN
+90.6%
-115.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +21.6% | +5.3% | +16.2% | +19.7% |
| 30D | +12.0% | +11.9% | +0.1% | +8.0% |
| 3M | -3.9% | -5.7% | +1.9% | -2.1% |
| 6M | -3.3% | -10.6% | +7.3% | +0.2% |
| YTD | -4.6% | -9.4% | +4.7% | -2.6% |
| 1Y | -7.0% | -8.8% | +1.8% | -5.6% |
| 3Y | -24.4% | +95.6% | -120.1% | -52.3% |
| All | -24.4% | +90.6% | -115.1% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling