+47.9%
MS vs BNS
+50.5%
-2.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.1% |
| 7D | +1.4% | +1.5% | -0.2% | +0.3% |
| 30D | -0.3% | +6.0% | -6.2% | -4.4% |
| 3M | +0.3% | +16.3% | -16.0% | -10.7% |
| 6M | +31.3% | +27.3% | +4.0% | +8.7% |
| YTD | +24.7% | +28.5% | -3.8% | +3.2% |
| 1Y | +47.9% | +49.0% | -1.1% | +12.5% |
| All | +47.9% | +50.5% | -2.6% | +12.5% |
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