+7.2%
MAS vs BNS
+30.4%
-23.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | -0.8% | +1.5% | -2.3% | -1.6% |
| 30D | -5.6% | +6.0% | -11.5% | -8.7% |
| 3M | +4.4% | +16.3% | -11.9% | -6.8% |
| 6M | +7.2% | +28.8% | -21.6% | -13.7% |
| All | +7.2% | +30.4% | -23.2% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling