+886.3%
MOD vs BNS
+183.7%
+702.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.2% |
| 7D | -17.8% | -1.1% | -16.7% | -17.5% |
| 30D | -43.2% | +4.7% | -48.0% | -46.1% |
| 3M | -46.0% | +5.5% | -51.6% | -49.4% |
| 6M | -62.2% | +21.7% | -83.9% | -69.1% |
| YTD | -22.8% | +29.5% | -52.3% | -40.0% |
| 1Y | -35.5% | +41.9% | -77.4% | -53.9% |
| 3Y | +128.2% | +148.5% | -20.3% | -5.2% |
| 5Y | +791.6% | +80.3% | +711.3% | +401.2% |
| 10Y | +886.3% | +184.7% | +701.6% | +330.1% |
| All | +886.3% | +183.7% | +702.6% | +330.1% |
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