+513.6%
MAS vs BNS
+1,472.0%
-958.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.4% | -0.2% |
| 7D | +4.6% | -3.8% | +8.4% | +7.4% |
| 30D | +19.9% | +1.7% | +18.2% | +18.5% |
| 3M | +8.9% | +4.6% | +4.3% | +5.1% |
| 6M | +20.2% | +21.9% | -1.7% | +4.4% |
| YTD | +33.9% | +28.3% | +5.6% | +12.0% |
| 1Y | +34.7% | +44.3% | -9.6% | +3.7% |
| 3Y | +60.4% | +143.1% | -82.7% | -14.8% |
| 5Y | +43.5% | +77.5% | -34.0% | -6.2% |
| 10Y | +226.7% | +183.7% | +43.0% | +45.0% |
| All | +513.6% | +1,472.0% | -958.5% | -8.2% |
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 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