+1,346.4%
MU vs BNS
+93.4%
+1,253.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +3.4% |
| 7D | +7.5% | -1.3% | +8.8% | +8.5% |
| 30D | +19.4% | +4.0% | +15.4% | +15.3% |
| 3M | +9.8% | +13.8% | -4.0% | -1.2% |
| 6M | +164.1% | +32.7% | +131.5% | +109.6% |
| YTD | +260.3% | +27.6% | +232.7% | +194.1% |
| 1Y | +661.2% | +47.4% | +613.8% | +453.0% |
| 3Y | +1,380.8% | +129.0% | +1,251.9% | +641.5% |
| 5Y | +1,346.4% | +92.7% | +1,253.7% | +806.8% |
| All | +1,346.4% | +93.4% | +1,253.0% | +806.8% |
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