+160.4%
MS vs BNS
+141.7%
+18.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -1.6% | -2.2% | +0.7% | +0.2% |
| 30D | -3.8% | +5.1% | -8.9% | -6.8% |
| 3M | -14.6% | +4.7% | -19.3% | -17.3% |
| 6M | -5.1% | +19.0% | -24.1% | -16.1% |
| YTD | +4.5% | +28.2% | -23.6% | -12.3% |
| 1Y | +13.5% | +43.4% | -29.8% | -11.7% |
| 3Y | +160.4% | +143.1% | +17.3% | +37.8% |
| All | +160.4% | +141.7% | +18.7% | +37.8% |
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 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