-88.0%
MSTU vs BNS
+92.5%
-180.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.1% |
| 7D | -16.6% | -0.4% | -16.2% | -15.7% |
| 30D | +69.7% | +3.5% | +66.3% | +55.2% |
| 3M | -7.5% | +14.1% | -21.5% | -36.4% |
| 6M | -43.1% | +33.8% | -76.9% | -75.3% |
| YTD | -63.0% | +29.5% | -92.5% | -82.4% |
| 1Y | -93.8% | +48.4% | -142.2% | -98.0% |
| All | -88.0% | +92.5% | -180.4% | -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 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