+149.4%
MAR vs BNS
+94.7%
+54.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -5.4% | +3.5% | -8.9% | -7.5% |
| 3M | -15.5% | +14.1% | -29.6% | -22.2% |
| 6M | +3.0% | +33.8% | -30.8% | -14.0% |
| YTD | +8.5% | +29.5% | -20.9% | -7.8% |
| 1Y | +26.0% | +48.4% | -22.5% | -1.8% |
| 3Y | +68.6% | +129.6% | -61.0% | -1.6% |
| All | +149.4% | +94.7% | +54.7% | +68.3% |
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