+3,067.5%
MSFT vs BNS
+1,492.9%
+1,574.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | -2.7% | +1.5% | -4.2% | -3.4% |
| 30D | +2.7% | +6.0% | -3.2% | -0.3% |
| 3M | +17.0% | +16.3% | +0.6% | +8.3% |
| 6M | +23.8% | +28.8% | -4.9% | +8.9% |
| YTD | +4.0% | +30.0% | -26.0% | -9.2% |
| 1Y | -0.8% | +50.7% | -51.5% | -19.5% |
| 3Y | +55.6% | +125.4% | -69.8% | +2.1% |
| 5Y | +72.9% | +94.2% | -21.3% | +21.5% |
| 10Y | +875.8% | +182.8% | +693.0% | +452.4% |
| All | +3,067.5% | +1,492.9% | +1,574.5% | +569.6% |
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 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