+2,267.0%
MTZ vs BNS
+1,487.3%
+779.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -1.6% |
| 7D | +16.5% | +1.0% | +15.5% | +15.7% |
| 30D | -10.2% | +2.7% | -12.9% | -12.5% |
| 3M | -34.2% | +3.5% | -37.7% | -36.8% |
| 6M | -56.0% | +22.1% | -78.0% | -63.0% |
| YTD | -14.8% | +29.5% | -44.4% | -31.8% |
| 1Y | -7.2% | +40.7% | -47.9% | -30.4% |
| 3Y | +275.8% | +148.6% | +127.2% | +78.6% |
| 5Y | +93.5% | +79.6% | +13.9% | +16.5% |
| 10Y | +432.7% | +188.9% | +243.8% | +124.8% |
| All | +2,267.0% | +1,487.3% | +779.7% | +203.6% |
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