+0.1%
MAS vs BNS
+50.5%
-50.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | -0.8% | +1.5% | -2.3% | -1.5% |
| 30D | -5.6% | +6.0% | -11.5% | -8.1% |
| 3M | +4.4% | +16.3% | -11.9% | -3.2% |
| 6M | +7.2% | +27.3% | -20.1% | -6.2% |
| YTD | +16.1% | +28.5% | -12.4% | +1.0% |
| 1Y | +0.1% | +49.0% | -48.9% | -19.7% |
| All | +0.1% | +50.5% | -50.4% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling