+453.7%
MP vs BNS
+205.6%
+248.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +2.7% |
| 7D | +3.0% | +1.8% | +1.2% | +0.9% |
| 30D | +8.3% | +4.5% | +3.8% | +3.0% |
| 3M | -3.8% | +15.8% | -19.6% | -18.6% |
| 6M | -4.9% | +31.5% | -36.4% | -29.8% |
| YTD | +9.6% | +28.6% | -19.0% | -17.4% |
| 1Y | -11.7% | +48.2% | -59.9% | -42.9% |
| 3Y | +158.5% | +130.8% | +27.7% | -0.3% |
| 5Y | +68.9% | +94.9% | -26.0% | -20.6% |
| All | +453.7% | +205.6% | +248.1% | +100.0% |
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 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