-27.6%
MOD vs BNS
+43.5%
-71.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +2.6% |
| 7D | +8.2% | -3.2% | +11.5% | +12.6% |
| 30D | -38.2% | +5.1% | -43.3% | -42.4% |
| 3M | -46.2% | +6.0% | -52.2% | -50.8% |
| 6M | -62.5% | +23.4% | -85.9% | -73.7% |
| YTD | -20.1% | +30.4% | -50.5% | -50.1% |
| All | -27.6% | +43.5% | -71.1% | -58.8% |
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