+1,456.7%
BNS vs MDY
+894.2%
+562.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | 0.0% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | +4.0% | -3.9% | +7.9% | +7.2% |
| 3M | +13.8% | 0.0% | +13.8% | +13.8% |
| 6M | +32.7% | +8.5% | +24.1% | +24.6% |
| YTD | +27.6% | +13.2% | +14.4% | +15.9% |
| 1Y | +47.4% | +15.0% | +32.4% | +31.9% |
| 3Y | +129.0% | +49.6% | +79.4% | +64.2% |
| 5Y | +92.7% | +46.0% | +46.7% | +38.7% |
| 10Y | +182.1% | +176.4% | +5.7% | +20.8% |
| All | +1,456.7% | +894.2% | +562.5% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling