+217.1%
MAS vs BNS
+179.7%
+37.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +2.4% | -2.2% | +4.6% | +3.8% |
| 30D | +19.8% | +5.1% | +14.7% | +16.5% |
| 3M | +9.8% | +4.7% | +5.1% | +6.5% |
| 6M | +15.8% | +19.0% | -3.3% | +4.1% |
| YTD | +31.8% | +28.2% | +3.7% | +13.1% |
| 1Y | +35.4% | +43.4% | -8.0% | +8.5% |
| 3Y | +59.2% | +143.1% | -83.9% | -7.9% |
| 5Y | +41.2% | +77.3% | -36.1% | -2.5% |
| All | +217.1% | +179.7% | +37.4% | +71.9% |
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