+254.1%
MP vs BNS
+204.5%
+49.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | -10.5% | -2.2% | -8.3% | -8.5% |
| 30D | -23.5% | +5.1% | -28.6% | -27.7% |
| 3M | -25.4% | +4.7% | -30.2% | -29.4% |
| 6M | -51.3% | +19.0% | -70.3% | -60.1% |
| YTD | -29.9% | +28.2% | -58.1% | -47.1% |
| 1Y | -31.8% | +43.4% | -75.2% | -54.4% |
| 3Y | +127.0% | +143.1% | -16.1% | -17.8% |
| 5Y | -3.3% | +77.3% | -80.6% | -50.1% |
| All | +254.1% | +204.5% | +49.6% | +28.1% |
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 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