+212.3%
MAS vs BNS
+187.6%
+24.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +3.0% | +0.9% | +2.1% | +2.5% |
| 30D | +22.4% | +2.8% | +19.6% | +20.6% |
| 3M | +14.5% | +3.0% | +11.5% | +12.2% |
| 6M | +27.1% | +23.3% | +3.9% | +11.9% |
| YTD | +35.8% | +29.3% | +6.4% | +15.9% |
| 1Y | +39.4% | +41.7% | -2.3% | +12.5% |
| 3Y | +60.3% | +147.7% | -87.5% | -8.5% |
| 5Y | +39.4% | +79.4% | -40.0% | -4.5% |
| All | +212.3% | +187.6% | +24.7% | +52.3% |
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 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