+975.0%
MU vs BNS
+83.0%
+892.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.1% | +11.3% |
| 7D | +2.0% | -3.2% | +5.2% | +5.5% |
| 30D | -18.0% | +5.1% | -23.0% | -20.7% |
| 3M | -6.6% | +6.0% | -12.5% | -10.8% |
| 6M | +2.0% | +23.4% | -21.3% | -13.7% |
| YTD | +184.5% | +30.4% | +154.0% | +128.7% |
| 1Y | +236.9% | +44.0% | +192.9% | +150.3% |
| 3Y | +987.0% | +150.3% | +836.6% | +407.9% |
| All | +975.0% | +83.0% | +892.0% | +619.9% |
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 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