+5.4%
MOD vs BNS
+40.7%
-35.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.1% | +28.0% | +28.0% |
| 7D | +40.4% | +0.9% | +39.5% | +39.2% |
| 30D | -14.0% | +2.8% | -16.8% | -17.5% |
| 3M | -33.3% | +3.0% | -36.3% | -36.3% |
| 6M | -51.4% | +23.3% | -74.7% | -65.6% |
| YTD | +1.6% | +29.3% | -27.7% | -34.6% |
| 1Y | +5.4% | +41.7% | -36.3% | -37.0% |
| All | +5.4% | +40.7% | -35.3% | -37.0% |
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 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