+160.5%
MOS vs BNS
+1,492.9%
-1,332.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.4% |
| 7D | +9.5% | +1.5% | +8.0% | +8.1% |
| 30D | +10.4% | +6.0% | +4.5% | +4.5% |
| 3M | +12.9% | +16.3% | -3.5% | -1.3% |
| 6M | +1.2% | +28.8% | -27.5% | -19.2% |
| YTD | +9.3% | +30.0% | -20.7% | -13.7% |
| 1Y | -18.0% | +50.7% | -68.7% | -43.2% |
| 3Y | -29.0% | +125.4% | -154.4% | -66.0% |
| 5Y | -9.6% | +94.2% | -103.8% | -50.6% |
| 10Y | +6.1% | +182.8% | -176.8% | -56.0% |
| All | +160.5% | +1,492.9% | -1,332.4% | -68.4% |
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