+514.9%
MKSI vs BNS
+188.9%
+326.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.5% |
| 7D | +2.7% | -0.4% | +3.1% | +3.0% |
| 30D | -12.8% | +3.5% | -16.3% | -15.8% |
| 3M | -22.5% | +14.1% | -36.6% | -31.4% |
| 6M | +19.4% | +33.8% | -14.4% | -8.3% |
| YTD | +67.7% | +29.5% | +38.3% | +32.9% |
| 1Y | +131.4% | +48.4% | +83.0% | +62.2% |
| 3Y | +197.3% | +129.6% | +67.7% | +39.7% |
| 5Y | +87.0% | +96.1% | -9.1% | +2.1% |
| All | +514.9% | +188.9% | +326.0% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling