+224.3%
MAS vs BNS
+186.8%
+37.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +3.4% |
| 7D | +3.3% | -0.8% | +4.1% | +3.8% |
| 30D | +25.5% | +5.5% | +19.9% | +21.7% |
| 3M | +11.8% | +6.0% | +5.8% | +7.6% |
| 6M | +21.3% | +22.6% | -1.3% | +7.2% |
| YTD | +37.7% | +30.5% | +7.3% | +17.0% |
| 1Y | +41.0% | +44.1% | -3.1% | +12.7% |
| 3Y | +63.0% | +150.8% | -87.8% | -7.5% |
| 5Y | +44.1% | +80.7% | -36.5% | -1.6% |
| 10Y | +224.3% | +185.2% | +39.1% | +69.6% |
| All | +224.3% | +186.8% | +37.4% | +69.6% |
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