+878.4%
MSFT vs BNS
+188.9%
+689.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.3% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | +0.8% | +3.5% | -2.6% | -1.0% |
| 3M | +27.2% | +14.1% | +13.1% | +18.9% |
| 6M | +22.9% | +33.8% | -10.9% | +5.8% |
| YTD | +3.1% | +29.5% | -26.3% | -10.1% |
| 1Y | -0.3% | +48.4% | -48.7% | -19.0% |
| 3Y | +50.1% | +129.6% | -79.5% | -4.4% |
| 5Y | +74.6% | +96.1% | -21.4% | +20.4% |
| All | +878.4% | +188.9% | +689.5% | +441.6% |
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