+433.8%
MAR vs BNS
+188.9%
+245.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -5.4% | +3.5% | -8.9% | -8.1% |
| 3M | -15.5% | +14.1% | -29.6% | -23.8% |
| 6M | +3.0% | +33.8% | -30.8% | -17.5% |
| YTD | +8.5% | +29.5% | -20.9% | -11.3% |
| 1Y | +26.0% | +48.4% | -22.5% | -7.2% |
| 3Y | +68.6% | +129.6% | -61.0% | -12.5% |
| 5Y | +157.4% | +96.1% | +61.3% | +50.0% |
| All | +433.8% | +188.9% | +245.0% | +138.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling