+10.2%
MTUM vs BNS
+52.0%
-41.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -3.5% |
| 7D | -10.1% | +2.0% | -12.1% | -11.0% |
| 30D | -15.6% | +7.8% | -23.3% | -18.9% |
| 3M | -12.7% | +11.7% | -24.4% | -18.3% |
| 6M | -3.7% | +28.2% | -32.0% | -18.2% |
| YTD | +9.4% | +34.8% | -25.3% | -10.8% |
| 1Y | +10.2% | +51.1% | -40.8% | -14.7% |
| All | +10.2% | +52.0% | -41.7% | -14.7% |
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 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