-59.7%
MKTX vs BNS
+94.7%
-154.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | +0.7% | +3.5% | -2.7% | -0.7% |
| 3M | +40.8% | +14.1% | +26.7% | +33.6% |
| 6M | -8.0% | +33.8% | -41.8% | -18.4% |
| YTD | -8.7% | +29.5% | -38.2% | -18.1% |
| 1Y | -11.8% | +48.4% | -60.2% | -25.6% |
| 3Y | -24.0% | +129.6% | -153.6% | -49.0% |
| All | -59.7% | +94.7% | -154.4% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling