+445.3%
MP vs BNS
+208.8%
+236.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.7% |
| 7D | -2.9% | +1.5% | -4.4% | -4.6% |
| 30D | +13.8% | +6.0% | +7.9% | +6.7% |
| 3M | -16.7% | +16.3% | -33.0% | -29.7% |
| 6M | -11.5% | +28.8% | -40.3% | -33.1% |
| YTD | +7.9% | +30.0% | -22.0% | -19.5% |
| 1Y | -15.0% | +50.7% | -65.7% | -46.1% |
| 3Y | +153.5% | +125.4% | +28.1% | +0.6% |
| 5Y | +58.7% | +94.2% | -35.6% | -25.2% |
| All | +445.3% | +208.8% | +236.5% | +94.8% |
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 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