-14.0%
MP vs BNS
+46.9%
-60.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.1% |
| 7D | -0.7% | -1.3% | +0.6% | +0.5% |
| 30D | -0.7% | +4.0% | -4.7% | -5.1% |
| 3M | 0.0% | +13.8% | -13.8% | -14.9% |
| 6M | -10.0% | +32.7% | -42.6% | -38.1% |
| YTD | +7.5% | +27.6% | -20.1% | -23.5% |
| 1Y | -14.0% | +47.4% | -61.4% | -52.9% |
| All | -14.0% | +46.9% | -60.9% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling