+110.9%
MO vs BNS
+188.9%
-78.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +7.1% | +3.5% | +3.7% | +5.7% |
| 3M | -2.0% | +14.1% | -16.0% | -7.0% |
| 6M | +7.3% | +33.8% | -26.5% | -4.4% |
| YTD | +23.5% | +29.5% | -6.0% | +11.1% |
| 1Y | +11.0% | +48.4% | -37.4% | -5.5% |
| 3Y | +95.0% | +129.6% | -34.6% | +36.6% |
| 5Y | +100.6% | +96.1% | +4.6% | +48.6% |
| All | +110.9% | +188.9% | -78.0% | +22.6% |
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