-32.2%
MOS vs BN
+32.5%
-64.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +4.7% |
| 7D | +22.5% | +5.7% | +16.8% | +19.8% |
| 30D | +6.6% | +12.0% | -5.3% | +1.6% |
| 3M | -3.8% | -6.1% | +2.3% | -1.3% |
| 6M | -2.2% | -8.6% | +6.4% | +1.3% |
| YTD | -4.8% | -8.5% | +3.8% | -2.7% |
| 1Y | -11.7% | -8.4% | -3.3% | -10.1% |
| 3Y | -26.5% | +92.3% | -118.8% | -51.7% |
| 5Y | -32.2% | +31.3% | -63.5% | -47.1% |
| All | -32.2% | +32.5% | -64.7% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling