-23.4%
MSTZ vs BNS
+49.3%
-72.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.0% | +9.2% | +6.5% |
| 7D | -25.4% | +1.8% | -27.2% | -22.4% |
| 30D | -60.9% | +4.5% | -65.4% | -58.3% |
| 3M | -54.2% | +15.8% | -70.0% | -38.1% |
| 6M | -65.0% | +31.5% | -96.5% | -31.8% |
| YTD | -76.5% | +28.6% | -105.1% | -53.5% |
| 1Y | -23.4% | +48.2% | -71.6% | +111.5% |
| All | -23.4% | +49.3% | -72.7% | +111.5% |
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