+1,530.3%
MOD vs BNS
+94.5%
+1,435.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.4% |
| 7D | +9.6% | +1.5% | +8.0% | +7.9% |
| 30D | 0.0% | +6.0% | -5.9% | -5.8% |
| 3M | -35.4% | +16.3% | -51.7% | -44.3% |
| 6M | -7.3% | +28.8% | -36.0% | -27.3% |
| YTD | +45.8% | +30.0% | +15.8% | +13.9% |
| 1Y | +43.1% | +50.7% | -7.6% | -1.7% |
| 3Y | +297.7% | +125.4% | +172.3% | +89.1% |
| All | +1,530.3% | +94.5% | +1,435.8% | +753.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling