+157.0%
MKSI vs BNS
+52.2%
+104.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.4% | +5.8% |
| 7D | +1.8% | +1.5% | +0.2% | -0.4% |
| 30D | -16.8% | +6.0% | -22.7% | -22.9% |
| 3M | -21.1% | +16.3% | -37.4% | -35.5% |
| 6M | +10.8% | +28.8% | -17.9% | -22.4% |
| YTD | +63.3% | +30.0% | +33.4% | +13.3% |
| 1Y | +157.0% | +50.7% | +106.3% | +45.4% |
| All | +157.0% | +52.2% | +104.8% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling