+15,612.2%
MA vs BNS
+511.2%
+15,101.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.5% | +1.0% | -1.5% | -1.1% |
| 30D | +7.9% | +2.7% | +5.2% | +6.1% |
| 3M | +16.8% | +3.5% | +13.3% | +13.7% |
| 6M | +31.0% | +22.1% | +8.9% | +14.4% |
| YTD | +15.0% | +29.5% | -14.5% | -3.9% |
| 1Y | +17.0% | +40.7% | -23.7% | -7.3% |
| 3Y | +68.5% | +148.6% | -80.1% | -9.2% |
| 5Y | +85.0% | +79.6% | +5.4% | +21.8% |
| 10Y | +561.3% | +188.9% | +372.5% | +212.7% |
| All | +15,612.2% | +511.2% | +15,101.1% | +5,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling