-9.6%
MOS vs BNS
+94.5%
-104.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.2% |
| 7D | +9.5% | +1.5% | +8.0% | +8.3% |
| 30D | +10.4% | +6.0% | +4.5% | +5.5% |
| 3M | +12.9% | +16.3% | -3.5% | +0.8% |
| 6M | +1.2% | +28.8% | -27.5% | -16.4% |
| YTD | +9.3% | +30.0% | -20.7% | -10.5% |
| 1Y | -18.0% | +50.7% | -68.7% | -40.3% |
| 3Y | -29.0% | +125.4% | -154.4% | -63.8% |
| All | -9.6% | +94.5% | -104.1% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling