+210.4%
MGY vs BNS
+142.1%
+68.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.4% |
| 7D | +3.5% | -0.4% | +3.9% | +3.8% |
| 30D | +5.3% | +3.5% | +1.8% | +1.3% |
| 3M | +2.6% | +14.1% | -11.4% | -10.1% |
| 6M | -3.3% | +33.8% | -37.1% | -28.0% |
| YTD | +29.2% | +29.5% | -0.2% | -1.3% |
| 1Y | +18.0% | +48.4% | -30.4% | -21.3% |
| 3Y | +30.0% | +129.6% | -99.6% | -45.6% |
| 5Y | +92.7% | +96.1% | -3.4% | -5.8% |
| All | +210.4% | +142.1% | +68.3% | +24.4% |
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