-19.6%
MSFU vs BNS
+50.5%
-70.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.9% |
| 7D | -5.7% | +1.5% | -7.2% | -6.0% |
| 30D | +4.2% | +6.0% | -1.8% | +2.6% |
| 3M | +27.9% | +16.3% | +11.6% | +23.5% |
| 6M | +37.1% | +27.3% | +9.8% | +25.1% |
| YTD | -7.4% | +28.5% | -35.9% | -15.4% |
| 1Y | -19.6% | +49.0% | -68.6% | -31.5% |
| All | -19.6% | +50.5% | -70.1% | -31.5% |
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