+137.1%
MOD vs BNS
+141.7%
-4.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -25.5% | -2.2% | -23.3% | -24.5% |
| 30D | -49.0% | +5.1% | -54.1% | -52.0% |
| 3M | -49.8% | +4.7% | -54.6% | -52.9% |
| 6M | -64.8% | +19.0% | -83.8% | -71.2% |
| YTD | -27.6% | +28.2% | -55.8% | -45.0% |
| 1Y | -35.2% | +43.4% | -78.6% | -55.4% |
| 3Y | +137.1% | +143.1% | -5.9% | +1.0% |
| All | +137.1% | +141.7% | -4.6% | +1.0% |
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 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