+176.8%
MS vs BNS
+149.7%
+27.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +5.1% | +0.9% | +4.1% | +4.4% |
| 30D | +5.7% | +2.8% | +2.9% | +4.0% |
| 3M | -12.2% | +3.0% | -15.2% | -13.9% |
| 6M | -0.5% | +23.3% | -23.8% | -14.2% |
| YTD | +9.8% | +29.3% | -19.5% | -8.5% |
| 1Y | +17.7% | +41.7% | -24.0% | -7.8% |
| 3Y | +176.8% | +147.7% | +29.1% | +43.3% |
| All | +176.8% | +149.7% | +27.2% | +43.3% |
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