+69.1%
MSI vs BNS
+129.0%
-59.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.8% | -2.2% | +0.4% | -1.4% |
| 30D | -0.6% | +4.5% | -5.1% | -1.4% |
| 3M | +13.0% | +14.9% | -1.9% | +10.2% |
| 6M | +0.5% | +32.5% | -32.0% | -4.6% |
| YTD | +21.7% | +28.6% | -6.9% | +15.9% |
| 1Y | -2.6% | +48.4% | -51.0% | -9.9% |
| All | +69.1% | +129.0% | -59.9% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling