+70.7%
MSFU vs BNS
+113.2%
-42.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -2.3% | -1.3% | -1.1% | -1.5% |
| 30D | -6.3% | +4.0% | -10.3% | -8.7% |
| 3M | +40.0% | +13.8% | +26.2% | +28.7% |
| 6M | +30.1% | +32.7% | -2.6% | +7.7% |
| YTD | -10.3% | +27.6% | -37.9% | -24.4% |
| 1Y | -19.0% | +47.4% | -66.4% | -38.4% |
| 3Y | +25.8% | +129.0% | -103.2% | -31.4% |
| All | +70.7% | +113.2% | -42.5% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling