+127.0%
MP vs BNS
+141.7%
-14.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | -10.5% | -2.2% | -8.3% | -8.7% |
| 30D | -23.5% | +5.1% | -28.6% | -27.2% |
| 3M | -25.4% | +4.7% | -30.2% | -28.9% |
| 6M | -51.3% | +19.0% | -70.3% | -59.3% |
| YTD | -29.9% | +28.2% | -58.1% | -45.8% |
| 1Y | -31.8% | +43.4% | -75.2% | -52.6% |
| 3Y | +127.0% | +143.1% | -16.1% | -12.8% |
| All | +127.0% | +141.7% | -14.7% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling