-88.4%
MSTU vs BNS
+91.2%
-179.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -8.6% |
| 7D | -22.0% | -2.2% | -19.8% | -17.9% |
| 30D | +60.3% | +4.5% | +55.8% | +42.3% |
| 3M | -3.7% | +14.9% | -18.6% | -35.2% |
| 6M | -45.2% | +32.5% | -77.7% | -75.6% |
| YTD | -64.3% | +28.6% | -92.9% | -82.7% |
| 1Y | -94.0% | +48.4% | -142.4% | -98.1% |
| All | -88.4% | +91.2% | -179.6% | -98.3% |
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 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