+114.4%
MTUM vs BNS
+130.5%
-16.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -2.4% | +3.5% | -5.9% | -4.1% |
| 3M | -3.6% | +14.1% | -17.7% | -9.8% |
| 6M | +23.7% | +33.8% | -10.1% | +7.2% |
| YTD | +22.9% | +29.5% | -6.5% | +8.1% |
| 1Y | +21.8% | +48.4% | -26.6% | +1.0% |
| 3Y | +114.4% | +129.6% | -15.2% | +46.4% |
| All | +114.4% | +130.5% | -16.0% | +46.4% |
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