-99.1%
MSTZ vs BNS
+92.3%
-191.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.1% | +4.6% |
| 7D | +30.8% | +0.9% | +29.8% | +33.8% |
| 30D | +41.2% | +2.8% | +38.4% | +55.4% |
| 3M | -60.9% | +3.0% | -63.9% | -56.8% |
| 6M | -15.7% | +23.3% | -38.9% | +51.0% |
| YTD | -75.2% | +29.3% | -104.6% | -43.7% |
| 1Y | -59.8% | +41.7% | -101.5% | +21.1% |
| All | -99.1% | +92.3% | -191.4% | -90.7% |
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