+2.8%
MOS vs BNS
+186.8%
-184.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.2% |
| 7D | +19.7% | -0.8% | +20.4% | +20.5% |
| 30D | +21.5% | +5.5% | +16.0% | +15.5% |
| 3M | -0.4% | +6.0% | -6.4% | -6.7% |
| 6M | +4.5% | +22.6% | -18.1% | -14.8% |
| YTD | -2.9% | +30.5% | -33.4% | -26.1% |
| 1Y | -7.7% | +44.1% | -51.8% | -36.5% |
| 3Y | -25.6% | +150.8% | -176.4% | -71.6% |
| 5Y | -31.2% | +80.7% | -111.8% | -63.2% |
| 10Y | +2.8% | +185.2% | -182.3% | -63.6% |
| All | +2.8% | +186.8% | -184.0% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling