+604.3%
MTUM vs BNS
+218.1%
+386.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | -3.6% | +14.1% | -17.7% | -9.7% |
| 6M | +23.7% | +33.8% | -10.1% | +7.5% |
| YTD | +22.9% | +29.5% | -6.5% | +8.4% |
| 1Y | +21.8% | +48.4% | -26.6% | +0.7% |
| 3Y | +114.4% | +129.6% | -15.2% | +43.0% |
| 5Y | +79.6% | +96.1% | -16.5% | +28.3% |
| 10Y | +356.2% | +186.2% | +170.1% | +167.8% |
| All | +604.3% | +218.1% | +386.2% | +289.9% |
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