+2,933.1%
MTZ vs BNS
+1,492.9%
+1,440.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.0% |
| 7D | -1.6% | +1.5% | -3.1% | -2.9% |
| 30D | -11.1% | +6.0% | -17.0% | -15.5% |
| 3M | -36.7% | +16.3% | -53.0% | -44.3% |
| 6M | -21.9% | +28.8% | -50.7% | -36.6% |
| YTD | +9.1% | +30.0% | -20.8% | -12.2% |
| 1Y | +30.0% | +50.7% | -20.7% | -7.2% |
| 3Y | +138.5% | +125.4% | +13.1% | +23.2% |
| 5Y | +158.3% | +94.2% | +64.1% | +47.1% |
| 10Y | +700.8% | +182.8% | +517.9% | +244.9% |
| All | +2,933.1% | +1,492.9% | +1,440.2% | +290.9% |
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 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