+1,302.8%
MSI vs BNS
+1,485.2%
-182.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.2% | +0.9% | +2.3% | +2.7% |
| 30D | +17.6% | +2.8% | +14.8% | +15.5% |
| 3M | +14.5% | +3.0% | +11.5% | +11.9% |
| 6M | +34.3% | +23.3% | +11.0% | +18.1% |
| YTD | +39.7% | +29.3% | +10.4% | +19.0% |
| 1Y | +40.2% | +41.7% | -1.5% | +13.3% |
| 3Y | +77.1% | +147.7% | -70.6% | +1.8% |
| 5Y | +124.0% | +79.4% | +44.7% | +52.6% |
| 10Y | +665.5% | +188.5% | +477.0% | +274.6% |
| All | +1,302.8% | +1,485.2% | -182.4% | +73.6% |
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