+38.7%
MOD vs BNS
+49.3%
-10.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | +0.2% |
| 7D | +6.3% | +1.8% | +4.5% | +3.6% |
| 30D | -1.7% | +4.5% | -6.2% | -7.7% |
| 3M | -30.1% | +15.8% | -45.9% | -44.8% |
| 6M | +2.7% | +31.5% | -28.8% | -35.0% |
| YTD | +44.1% | +28.6% | +15.5% | -5.2% |
| 1Y | +38.7% | +48.2% | -9.5% | -19.5% |
| All | +38.7% | +49.3% | -10.6% | -19.5% |
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