+321.2%
MOD vs BNS
+125.4%
+195.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.5% |
| 7D | +9.6% | +1.5% | +8.0% | +7.7% |
| 30D | 0.0% | +6.0% | -5.9% | -6.2% |
| 3M | -35.4% | +16.3% | -51.7% | -45.1% |
| 6M | -7.3% | +28.8% | -36.0% | -29.1% |
| YTD | +45.8% | +30.0% | +15.8% | +11.1% |
| 1Y | +43.1% | +50.7% | -7.6% | -4.1% |
| All | +321.2% | +125.4% | +195.7% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling