-92.7%
MSTU vs BNS
+50.5%
-143.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -1.3% |
| 7D | +21.3% | +1.5% | +19.8% | +19.2% |
| 30D | +90.8% | +6.0% | +84.9% | +72.4% |
| 3M | -6.8% | +16.3% | -23.1% | -32.8% |
| 6M | -39.8% | +27.3% | -67.1% | -65.4% |
| YTD | -55.7% | +28.5% | -84.2% | -75.2% |
| 1Y | -92.7% | +49.0% | -141.7% | -96.9% |
| All | -92.7% | +50.5% | -143.1% | -96.9% |
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