-18.0%
MOS vs BNS
+50.5%
-68.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +9.5% | +1.5% | +8.0% | +9.0% |
| 30D | +10.4% | +6.0% | +4.5% | +8.1% |
| 3M | +12.9% | +16.3% | -3.5% | +6.7% |
| 6M | +1.2% | +27.3% | -26.1% | -7.5% |
| YTD | +9.3% | +28.5% | -19.2% | -0.3% |
| 1Y | -18.0% | +49.0% | -67.0% | -28.0% |
| All | -18.0% | +50.5% | -68.5% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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