-87.5%
MSTU vs BNS
+89.7%
-177.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -3.7% |
| 7D | +12.9% | -1.3% | +14.2% | +17.7% |
| 30D | +68.3% | +4.0% | +64.3% | +51.0% |
| 3M | +0.4% | +13.8% | -13.4% | -30.8% |
| 6M | -41.5% | +32.7% | -74.2% | -74.2% |
| YTD | -61.7% | +27.6% | -89.3% | -81.1% |
| 1Y | -93.7% | +47.4% | -141.1% | -98.0% |
| All | -87.5% | +89.7% | -177.2% | -98.2% |
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