-0.9%
MSFT vs BNS
+48.3%
-49.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -3.5% | -2.2% | -1.3% | -3.2% |
| 30D | -2.1% | +4.5% | -6.6% | -2.6% |
| 3M | +24.2% | +14.9% | +9.3% | +22.2% |
| 6M | +21.9% | +32.5% | -10.6% | +16.0% |
| YTD | +2.5% | +28.6% | -26.1% | -2.1% |
| All | -0.9% | +48.3% | -49.2% | -8.6% |
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 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