+2,417.1%
MSCI vs BNS
+326.3%
+2,090.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +0.4% | +1.5% | -1.2% | -0.6% |
| 30D | +0.6% | +6.0% | -5.4% | -3.4% |
| 3M | -7.1% | +16.3% | -23.4% | -16.2% |
| 6M | +0.8% | +28.8% | -27.9% | -15.2% |
| YTD | +1.0% | +30.0% | -29.0% | -15.9% |
| 1Y | +4.3% | +50.7% | -46.4% | -21.1% |
| 3Y | +9.9% | +125.4% | -115.4% | -37.1% |
| 5Y | -6.8% | +94.2% | -101.0% | -41.2% |
| 10Y | +614.7% | +182.8% | +431.8% | +235.9% |
| All | +2,417.1% | +326.3% | +2,090.8% | +719.0% |
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