+813.0%
MOD vs BNS
+1,492.9%
-679.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.4% |
| 7D | +9.6% | +1.5% | +8.0% | +7.8% |
| 30D | 0.0% | +6.0% | -5.9% | -5.9% |
| 3M | -35.4% | +16.3% | -51.7% | -44.5% |
| 6M | -7.3% | +28.8% | -36.0% | -27.4% |
| YTD | +45.8% | +30.0% | +15.8% | +13.6% |
| 1Y | +43.1% | +50.7% | -7.6% | -3.3% |
| 3Y | +297.7% | +125.4% | +172.3% | +79.7% |
| 5Y | +1,478.8% | +94.2% | +1,384.5% | +717.6% |
| 10Y | +1,633.4% | +182.8% | +1,450.6% | +521.5% |
| All | +813.0% | +1,492.9% | -679.9% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling