+186.9%
BNS vs MDY
+177.2%
+9.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | -0.4% | -1.9% | +1.5% | +1.0% |
| 30D | +3.5% | -4.6% | +8.1% | +7.1% |
| 3M | +14.1% | -1.2% | +15.3% | +15.0% |
| 6M | +33.8% | +9.2% | +24.6% | +25.4% |
| YTD | +29.5% | +13.1% | +16.4% | +18.2% |
| 1Y | +48.4% | +13.0% | +35.4% | +35.2% |
| 3Y | +129.6% | +49.2% | +80.4% | +66.0% |
| 5Y | +96.1% | +47.2% | +48.8% | +41.1% |
| All | +186.9% | +177.2% | +9.7% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling