+15.6%
MTB vs BNS
+33.0%
-17.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.7% |
| 30D | -4.6% | +4.0% | -8.6% | -6.1% |
| 3M | +6.3% | +13.8% | -7.5% | -1.8% |
| 6M | +15.6% | +32.7% | -17.1% | -3.6% |
| All | +15.6% | +33.0% | -17.4% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling