+611.5%
MSCI vs BNS
+187.0%
+424.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.7% |
| 7D | -4.7% | -2.2% | -2.5% | -3.5% |
| 30D | -2.2% | +4.5% | -6.6% | -4.8% |
| 3M | -9.7% | +14.9% | -24.6% | -17.0% |
| 6M | +0.3% | +32.5% | -32.2% | -15.5% |
| YTD | -3.5% | +28.6% | -32.1% | -17.6% |
| 1Y | -1.4% | +48.4% | -49.7% | -22.8% |
| 3Y | +6.6% | +130.8% | -124.2% | -37.3% |
| 5Y | -10.9% | +94.8% | -105.7% | -41.6% |
| All | +611.5% | +187.0% | +424.5% | +264.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling