+2,762.0%
MSCI vs BNS
+324.8%
+2,437.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | -0.7% | +1.0% | -1.6% | -1.3% |
| 30D | +16.2% | +2.7% | +13.4% | +14.3% |
| 3M | +16.1% | +3.5% | +12.6% | +13.0% |
| 6M | +12.9% | +22.1% | -9.1% | -1.5% |
| YTD | +14.8% | +29.5% | -14.7% | -4.3% |
| 1Y | +13.8% | +40.7% | -26.9% | -10.2% |
| 3Y | +31.2% | +148.6% | -117.3% | -29.5% |
| 5Y | +5.6% | +79.6% | -74.1% | -30.0% |
| 10Y | +806.4% | +188.9% | +617.6% | +319.9% |
| All | +2,762.0% | +324.8% | +2,437.2% | +831.9% |
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