+345.2%
MOD vs BNS
+1,470.7%
-1,125.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -51.8% |
| 3M | -49.8% | +4.7% | -54.6% | -52.7% |
| 6M | -64.8% | +19.0% | -83.8% | -70.6% |
| YTD | -27.6% | +28.2% | -55.8% | -43.3% |
| 1Y | -35.2% | +43.4% | -78.6% | -54.4% |
| 3Y | +137.1% | +143.1% | -5.9% | -1.3% |
| 5Y | +760.3% | +77.3% | +683.0% | +383.3% |
| 10Y | +938.8% | +183.5% | +755.4% | +268.5% |
| All | +345.2% | +1,470.7% | -1,125.5% | -64.5% |
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