+15,808.0%
MA vs BNS
+515.5%
+15,292.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.2% |
| 7D | -1.8% | -3.2% | +1.4% | +0.2% |
| 30D | +11.0% | +5.1% | +5.9% | +7.6% |
| 3M | +17.9% | +6.0% | +11.9% | +13.1% |
| 6M | +33.2% | +23.4% | +9.8% | +15.5% |
| YTD | +16.5% | +30.4% | -13.9% | -3.1% |
| 1Y | +19.1% | +44.0% | -24.9% | -7.1% |
| 3Y | +70.6% | +150.3% | -79.8% | -8.4% |
| 5Y | +92.1% | +83.0% | +9.1% | +25.0% |
| 10Y | +569.6% | +190.9% | +378.7% | +215.2% |
| All | +15,808.0% | +515.5% | +15,292.4% | +5,094.7% |
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