+170.1%
MTB vs BNS
+188.9%
-18.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -4.8% | +3.5% | -8.3% | -8.0% |
| 3M | +6.0% | +14.1% | -8.1% | -6.5% |
| 6M | +19.6% | +33.8% | -14.2% | -8.7% |
| YTD | +21.5% | +29.5% | -8.0% | -4.7% |
| 1Y | +24.7% | +48.4% | -23.7% | -13.9% |
| 3Y | +108.6% | +129.6% | -21.0% | -5.6% |
| 5Y | +106.7% | +96.1% | +10.6% | +8.4% |
| All | +170.1% | +188.9% | -18.8% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling