+724.6%
MS vs BNS
+1,470.7%
-746.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -1.6% | -2.2% | +0.7% | +1.0% |
| 30D | -3.8% | +5.1% | -8.9% | -8.8% |
| 3M | -14.6% | +4.7% | -19.3% | -19.3% |
| 6M | -5.1% | +19.0% | -24.1% | -22.1% |
| YTD | +4.5% | +28.2% | -23.6% | -21.1% |
| 1Y | +13.5% | +43.4% | -29.8% | -24.4% |
| 3Y | +160.4% | +143.1% | +17.3% | -5.5% |
| 5Y | +112.9% | +77.3% | +35.5% | +7.0% |
| 10Y | +633.4% | +183.5% | +450.0% | +110.0% |
| All | +724.6% | +1,470.7% | -746.0% | -53.7% |
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