+9.0%
MSFT vs BNS
+52.0%
-43.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.0% | +3.7% | +6.1% |
| 7D | +4.7% | +2.0% | +2.7% | +4.2% |
| 30D | +5.8% | +7.8% | -1.9% | +4.5% |
| 3M | +13.0% | +11.7% | +1.3% | +11.1% |
| 6M | +34.9% | +28.2% | +6.7% | +30.3% |
| YTD | +15.7% | +34.8% | -19.1% | +9.1% |
| 1Y | +9.0% | +51.1% | -42.1% | -4.1% |
| All | +9.0% | +52.0% | -43.0% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling