+97.7%
MTZ vs BNS
+81.8%
+15.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.1% |
| 7D | +12.9% | -3.2% | +16.1% | +15.6% |
| 30D | -8.5% | +5.1% | -13.6% | -12.1% |
| 3M | -30.6% | +6.0% | -36.6% | -34.2% |
| 6M | -55.1% | +23.4% | -78.5% | -62.1% |
| YTD | -13.0% | +30.4% | -43.4% | -29.7% |
| 1Y | -4.3% | +44.0% | -48.2% | -28.1% |
| 3Y | +284.0% | +150.3% | +133.7% | +90.1% |
| 5Y | +97.7% | +83.0% | +14.6% | +6.4% |
| All | +97.7% | +81.8% | +15.8% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling