+127.3%
MOS vs BNS
+1,470.7%
-1,343.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +21.6% | -2.2% | +23.8% | +23.9% |
| 30D | +12.0% | +5.1% | +6.9% | +7.2% |
| 3M | -3.9% | +4.7% | -8.6% | -8.4% |
| 6M | -3.3% | +19.0% | -22.3% | -17.4% |
| YTD | -4.6% | +28.2% | -32.8% | -24.0% |
| 1Y | -7.0% | +43.4% | -50.4% | -32.8% |
| 3Y | -24.4% | +143.1% | -167.5% | -66.1% |
| 5Y | -32.1% | +77.3% | -109.4% | -60.1% |
| 10Y | +10.3% | +183.5% | -173.1% | -54.4% |
| All | +127.3% | +1,470.7% | -1,343.4% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling