+49.0%
BNS vs MDY
+17.9%
+31.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +6.0% | -1.5% | +7.4% | +6.9% |
| 3M | +16.3% | +0.8% | +15.6% | +15.8% |
| 6M | +27.3% | +7.4% | +19.9% | +22.0% |
| YTD | +28.5% | +15.2% | +13.3% | +21.0% |
| 1Y | +49.0% | +16.5% | +32.5% | +39.8% |
| All | +49.0% | +17.9% | +31.1% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling