+73.9%
MUB vs BNS
+354.4%
-280.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | +1.8% | -2.1% | -0.3% |
| 30D | -1.5% | +4.5% | -6.0% | -1.7% |
| 3M | -1.9% | +15.8% | -17.7% | -2.3% |
| 6M | -1.7% | +31.5% | -33.2% | -2.4% |
| YTD | -0.8% | +28.6% | -29.4% | -1.4% |
| 1Y | +1.5% | +48.2% | -46.7% | +0.5% |
| 3Y | +8.8% | +130.8% | -122.0% | +6.4% |
| 5Y | +2.0% | +94.9% | -92.9% | +0.1% |
| 10Y | +18.0% | +179.6% | -161.6% | +14.2% |
| All | +73.9% | +354.4% | -280.5% | +67.2% |
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