+753.2%
MTZ vs BNS
+179.9%
+573.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.6% |
| 7D | +2.3% | -1.3% | +3.6% | +3.3% |
| 30D | -10.3% | +4.0% | -14.3% | -13.9% |
| 3M | -31.8% | +13.8% | -45.6% | -39.6% |
| 6M | -19.2% | +32.7% | -51.9% | -37.4% |
| YTD | +10.7% | +27.6% | -16.9% | -11.5% |
| 1Y | +37.5% | +47.4% | -9.9% | -3.4% |
| 3Y | +162.4% | +129.0% | +33.4% | +23.8% |
| 5Y | +166.3% | +92.7% | +73.6% | +41.5% |
| 10Y | +753.2% | +182.1% | +571.1% | +264.9% |
| All | +753.2% | +179.9% | +573.3% | +264.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling