+4,524.1%
MU vs BNS
+188.0%
+4,336.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.0% |
| 7D | +21.6% | +1.0% | +20.7% | +20.9% |
| 30D | -16.2% | +2.7% | -19.0% | -17.5% |
| 3M | -12.4% | +3.5% | -15.9% | -14.8% |
| 6M | +4.2% | +22.1% | -17.9% | -11.0% |
| YTD | +180.0% | +29.5% | +150.4% | +127.1% |
| 1Y | +226.4% | +40.7% | +185.7% | +148.1% |
| 3Y | +969.7% | +148.6% | +821.1% | +411.7% |
| 5Y | +957.9% | +79.6% | +878.3% | +556.5% |
| All | +4,524.1% | +188.0% | +4,336.1% | +1,904.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling