+71.2%
MSFU vs BNS
+114.9%
-43.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | -6.9% | -2.2% | -4.8% | -5.7% |
| 30D | -5.1% | +4.5% | -9.6% | -7.8% |
| 3M | +44.6% | +14.9% | +29.7% | +32.2% |
| 6M | +32.8% | +32.5% | +0.3% | +10.1% |
| YTD | -10.1% | +28.6% | -38.7% | -24.5% |
| 1Y | -19.4% | +48.4% | -67.7% | -38.9% |
| 3Y | +26.2% | +130.8% | -104.6% | -31.5% |
| All | +71.2% | +114.9% | -43.7% | +0.1% |
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 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