+215.9%
MAS vs BNS
+179.7%
+36.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +2.0% | -2.2% | +4.2% | +3.4% |
| 30D | +19.4% | +5.1% | +14.3% | +16.0% |
| 3M | +9.4% | +4.7% | +4.7% | +6.1% |
| 6M | +15.3% | +19.0% | -3.7% | +3.7% |
| YTD | +31.3% | +28.2% | +3.2% | +12.7% |
| 1Y | +34.9% | +43.4% | -8.5% | +8.1% |
| 3Y | +58.6% | +143.1% | -84.5% | -8.3% |
| 5Y | +40.7% | +77.3% | -36.6% | -2.9% |
| All | +215.9% | +179.7% | +36.2% | +71.2% |
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