+2,479.0%
MCO vs BNS
+1,486.6%
+992.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.2% |
| 7D | -3.8% | -0.4% | -3.4% | -3.5% |
| 30D | -0.4% | +3.5% | -3.8% | -2.9% |
| 3M | +7.7% | +14.1% | -6.3% | -1.8% |
| 6M | +7.0% | +33.8% | -26.8% | -12.5% |
| YTD | -6.4% | +29.5% | -35.9% | -22.1% |
| 1Y | -7.6% | +48.4% | -56.0% | -30.0% |
| 3Y | +43.2% | +129.6% | -86.4% | -19.6% |
| 5Y | +29.6% | +96.1% | -66.5% | -20.1% |
| 10Y | +389.2% | +186.2% | +203.0% | +125.8% |
| All | +2,479.0% | +1,486.6% | +992.3% | +500.3% |
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 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