+432.1%
MAS vs BNS
+1,492.9%
-1,060.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.6% |
| 7D | -0.8% | +1.5% | -2.3% | -1.8% |
| 30D | -5.6% | +6.0% | -11.5% | -9.6% |
| 3M | +4.4% | +16.3% | -11.9% | -6.3% |
| 6M | +7.2% | +28.8% | -21.6% | -10.2% |
| YTD | +16.1% | +30.0% | -13.9% | -3.7% |
| 1Y | +0.1% | +50.7% | -50.6% | -25.2% |
| 3Y | +28.3% | +125.4% | -97.1% | -28.2% |
| 5Y | +30.5% | +94.2% | -63.8% | -19.9% |
| 10Y | +139.1% | +182.8% | -43.7% | +6.4% |
| All | +432.1% | +1,492.9% | -1,060.8% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling