+3,656.7%
MU vs BNS
+1,498.6%
+2,158.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.1% | +11.2% |
| 7D | +2.0% | -3.2% | +5.2% | +5.8% |
| 30D | -18.0% | +5.1% | -23.0% | -21.1% |
| 3M | -6.6% | +6.0% | -12.5% | -11.4% |
| 6M | +2.0% | +23.4% | -21.3% | -15.1% |
| YTD | +184.5% | +30.4% | +154.0% | +124.6% |
| 1Y | +236.9% | +44.0% | +192.9% | +144.3% |
| 3Y | +987.0% | +150.3% | +836.6% | +381.2% |
| 5Y | +1,014.6% | +83.0% | +931.6% | +544.3% |
| 10Y | +4,609.2% | +190.9% | +4,418.3% | +1,650.1% |
| All | +3,656.7% | +1,498.6% | +2,158.1% | +199.6% |
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