+140.2%
MAS vs BNS
+181.0%
-40.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.7% |
| 30D | -5.6% | +6.0% | -11.5% | -9.0% |
| 3M | +4.4% | +16.3% | -11.9% | -4.9% |
| 6M | +7.2% | +28.8% | -21.6% | -8.0% |
| YTD | +16.1% | +30.0% | -13.9% | -1.2% |
| 1Y | +0.1% | +50.7% | -50.6% | -22.2% |
| 3Y | +28.3% | +125.4% | -97.1% | -22.5% |
| 5Y | +30.5% | +94.2% | -63.8% | -14.6% |
| All | +140.2% | +181.0% | -40.8% | +23.0% |
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