+67.5%
MA vs BNS
+94.5%
-27.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -1.8% | +1.8% | -3.6% | -2.5% |
| 30D | +1.4% | +4.5% | -3.1% | -0.8% |
| 3M | +17.7% | +15.8% | +2.0% | +9.5% |
| 6M | +9.7% | +31.5% | -21.8% | -4.5% |
| YTD | +0.5% | +28.6% | -28.1% | -11.7% |
| 1Y | -2.1% | +48.2% | -50.3% | -20.2% |
| 3Y | +40.1% | +130.8% | -90.7% | -11.9% |
| 5Y | +67.5% | +94.9% | -27.4% | +15.2% |
| All | +67.5% | +94.5% | -27.0% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling