+168.3%
MTZ vs BNS
+130.3%
+38.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.6% |
| 7D | +3.6% | +1.8% | +1.7% | +1.9% |
| 30D | -9.6% | +4.5% | -14.1% | -13.1% |
| 3M | -31.9% | +15.8% | -47.7% | -40.2% |
| 6M | -13.8% | +31.5% | -45.3% | -32.2% |
| YTD | +13.3% | +28.6% | -15.4% | -9.4% |
| 1Y | +39.3% | +48.2% | -8.9% | -1.6% |
| 3Y | +168.3% | +130.8% | +37.5% | +23.0% |
| All | +168.3% | +130.3% | +38.0% | +23.0% |
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