+274.5%
MP vs BNS
+207.8%
+66.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.7% |
| 7D | +11.0% | +1.0% | +10.0% | +9.9% |
| 30D | -11.7% | +2.7% | -14.5% | -14.3% |
| 3M | -30.8% | +3.5% | -34.3% | -33.5% |
| 6M | -42.9% | +22.1% | -65.0% | -54.5% |
| YTD | -25.9% | +29.5% | -55.4% | -44.6% |
| 1Y | -37.3% | +40.7% | -78.0% | -57.2% |
| 3Y | +150.7% | +148.6% | +2.1% | -11.4% |
| 5Y | -19.3% | +79.6% | -98.9% | -58.9% |
| All | +274.5% | +207.8% | +66.7% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling