+150.2%
MOS vs BN
+15,251.3%
-15,101.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +9.5% | -2.5% | +12.0% | +10.7% |
| 30D | +10.4% | -9.5% | +19.9% | +15.7% |
| 3M | +12.9% | -10.4% | +23.3% | +18.7% |
| 6M | +1.2% | -6.4% | +7.6% | +3.2% |
| YTD | +9.3% | -11.9% | +21.2% | +13.9% |
| 1Y | -18.0% | -8.6% | -9.4% | -16.4% |
| 3Y | -29.0% | +77.6% | -106.6% | -49.9% |
| 5Y | -9.6% | +37.0% | -46.6% | -28.6% |
| 10Y | +6.1% | +266.4% | -260.3% | -47.3% |
| All | +150.2% | +15,251.3% | -15,101.1% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling