+883.5%
MS vs BNS
+1,492.9%
-609.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +1.5% |
| 7D | +1.4% | +1.5% | -0.2% | -0.4% |
| 30D | -0.3% | +6.0% | -6.2% | -6.9% |
| 3M | +0.3% | +16.3% | -16.0% | -15.6% |
| 6M | +31.3% | +28.8% | +2.6% | -1.2% |
| YTD | +24.7% | +30.0% | -5.3% | -7.3% |
| 1Y | +47.9% | +50.7% | -2.8% | -6.8% |
| 3Y | +178.3% | +125.4% | +53.0% | +9.6% |
| 5Y | +144.9% | +94.2% | +50.7% | +11.1% |
| 10Y | +804.5% | +182.8% | +621.7% | +159.8% |
| All | +883.5% | +1,492.9% | -609.4% | -45.6% |
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