+459.7%
MTB vs BNS
+1,463.9%
-1,004.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | +1.1% | -1.3% | +2.4% | +2.0% |
| 30D | -4.6% | +4.0% | -8.6% | -7.6% |
| 3M | +6.3% | +13.8% | -7.5% | -3.7% |
| 6M | +15.6% | +32.7% | -17.1% | -6.3% |
| YTD | +20.6% | +27.6% | -7.0% | +0.4% |
| 1Y | +22.5% | +47.4% | -24.9% | -8.2% |
| 3Y | +114.4% | +129.0% | -14.6% | +15.9% |
| 5Y | +101.9% | +92.7% | +9.2% | +24.1% |
| 10Y | +170.4% | +182.1% | -11.7% | +30.0% |
| All | +459.7% | +1,463.9% | -1,004.2% | -6.8% |
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