-34.4%
MOS vs BNS
+78.5%
-112.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -2.0% | +0.9% | -2.9% | -2.6% |
| 30D | +15.3% | +2.8% | +12.5% | +13.1% |
| 3M | +1.5% | +3.0% | -1.5% | -1.1% |
| 6M | -2.0% | +23.3% | -25.2% | -15.9% |
| YTD | -6.5% | +29.3% | -35.9% | -23.0% |
| 1Y | -11.1% | +41.7% | -52.7% | -31.7% |
| 3Y | -30.3% | +147.7% | -178.0% | -66.8% |
| All | -34.4% | +78.5% | -112.9% | -60.0% |
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 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