+7.4%
MUB vs BNS
+129.0%
-121.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.2% | -2.2% | +1.0% | -1.1% |
| 30D | -2.8% | +4.5% | -7.2% | -3.1% |
| 3M | -3.1% | +14.9% | -17.9% | -4.1% |
| 6M | -2.9% | +32.5% | -35.3% | -5.0% |
| YTD | -2.0% | +28.6% | -30.6% | -4.0% |
| 1Y | 0.0% | +48.4% | -48.4% | -3.2% |
| All | +7.4% | +129.0% | -121.6% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling