-15.6%
MOS vs BNS
+52.0%
-67.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.0% | +14.4% | +16.1% |
| 7D | +17.9% | +2.0% | +15.9% | +17.0% |
| 30D | +1.6% | +7.8% | -6.2% | -1.0% |
| 3M | -4.0% | +11.7% | -15.7% | -8.0% |
| 6M | -4.1% | +28.2% | -32.4% | -12.0% |
| YTD | -7.8% | +34.8% | -42.6% | -17.4% |
| 1Y | -15.6% | +51.1% | -66.6% | -26.2% |
| All | -15.6% | +52.0% | -67.6% | -26.2% |
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