+750.4%
MS vs BNS
+1,498.9%
-748.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +1.2% |
| 7D | +0.7% | -0.8% | +1.5% | +1.7% |
| 30D | -0.9% | +5.5% | -6.5% | -6.5% |
| 3M | -13.0% | +6.0% | -19.0% | -18.8% |
| 6M | -2.0% | +22.6% | -24.6% | -22.1% |
| YTD | +7.8% | +30.5% | -22.7% | -20.2% |
| 1Y | +17.9% | +44.1% | -26.3% | -21.9% |
| 3Y | +174.8% | +150.8% | +24.0% | -3.6% |
| 5Y | +119.9% | +80.7% | +39.2% | +8.3% |
| 10Y | +578.8% | +185.2% | +393.7% | +93.6% |
| All | +750.4% | +1,498.9% | -748.6% | -53.2% |
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