+166.4%
MTZ vs BNS
+94.5%
+71.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.5% |
| 7D | +3.6% | +1.8% | +1.7% | +2.0% |
| 30D | -9.6% | +4.5% | -14.1% | -12.9% |
| 3M | -31.9% | +15.8% | -47.7% | -39.4% |
| 6M | -13.8% | +31.5% | -45.3% | -30.3% |
| YTD | +13.3% | +28.6% | -15.4% | -7.1% |
| 1Y | +39.3% | +48.2% | -8.9% | +2.6% |
| 3Y | +168.3% | +130.8% | +37.5% | +40.9% |
| 5Y | +166.4% | +94.9% | +71.5% | +33.8% |
| All | +166.4% | +94.5% | +71.9% | +33.8% |
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