+8.2%
MSCI vs BNS
+79.0%
-70.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +2.7% | -1.1% | +3.8% | +3.3% |
| 30D | +16.2% | +4.7% | +11.5% | +13.5% |
| 3M | +17.1% | +5.5% | +11.5% | +13.3% |
| 6M | +13.0% | +21.7% | -8.7% | +0.3% |
| YTD | +15.8% | +29.5% | -13.7% | -1.8% |
| 1Y | +15.5% | +41.9% | -26.4% | -8.0% |
| 3Y | +32.3% | +148.5% | -116.2% | -30.9% |
| 5Y | +8.2% | +80.3% | -72.1% | -25.2% |
| All | +8.2% | +79.0% | -70.8% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling