+129.6%
BNS vs MDY
+48.5%
+81.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -0.4% | -1.9% | +1.5% | +0.6% |
| 30D | +3.5% | -4.6% | +8.1% | +6.1% |
| 3M | +14.1% | -1.2% | +15.3% | +14.8% |
| 6M | +33.8% | +9.2% | +24.6% | +27.8% |
| YTD | +29.5% | +13.1% | +16.4% | +21.5% |
| 1Y | +48.4% | +13.0% | +35.4% | +39.2% |
| 3Y | +129.6% | +49.2% | +80.4% | +72.1% |
| All | +129.6% | +48.5% | +81.1% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling