+44.5%
MAS vs BNS
+79.0%
-34.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.8% |
| 7D | +3.6% | -1.1% | +4.7% | +4.4% |
| 30D | +23.8% | +4.7% | +19.1% | +20.4% |
| 3M | +14.4% | +5.5% | +8.9% | +10.2% |
| 6M | +19.7% | +21.7% | -1.9% | +5.3% |
| YTD | +36.0% | +29.5% | +6.5% | +14.5% |
| 1Y | +40.4% | +41.9% | -1.6% | +11.1% |
| 3Y | +58.9% | +148.5% | -89.6% | -15.4% |
| 5Y | +44.5% | +80.3% | -35.7% | -5.3% |
| All | +44.5% | +79.0% | -34.4% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling