+794.2%
MS vs BNS
+177.9%
+616.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | +0.3% |
| 7D | +2.5% | +1.8% | +0.7% | +0.8% |
| 30D | 0.0% | +4.5% | -4.5% | -4.3% |
| 3M | +2.4% | +15.8% | -13.3% | -10.7% |
| 6M | +36.4% | +31.5% | +4.9% | +5.8% |
| YTD | +23.8% | +28.6% | -4.8% | -2.1% |
| 1Y | +48.6% | +48.2% | +0.4% | +3.0% |
| 3Y | +179.1% | +130.8% | +48.3% | +25.9% |
| 5Y | +144.8% | +94.9% | +49.9% | +28.0% |
| 10Y | +794.2% | +179.6% | +614.6% | +243.1% |
| All | +794.2% | +177.9% | +616.3% | +243.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling