+4,606.6%
MU vs BNS
+1,492.9%
+3,113.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +7.1% |
| 7D | +9.0% | +1.5% | +7.4% | +7.4% |
| 30D | +13.8% | +6.0% | +7.9% | +7.9% |
| 3M | +2.1% | +16.3% | -14.3% | -10.5% |
| 6M | +153.8% | +28.8% | +125.0% | +103.0% |
| YTD | +256.4% | +30.0% | +226.4% | +182.0% |
| 1Y | +719.8% | +50.7% | +669.1% | +469.9% |
| 3Y | +1,360.4% | +125.4% | +1,235.0% | +604.0% |
| 5Y | +1,312.4% | +94.2% | +1,218.2% | +673.2% |
| 10Y | +6,142.6% | +182.8% | +5,959.7% | +2,275.1% |
| All | +4,606.6% | +1,492.9% | +3,113.7% | +276.2% |
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 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