+246.5%
BBY vs MSI
+605.3%
-358.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +9.4% | -0.8% | +10.2% | +9.7% |
| 3M | +19.3% | +13.9% | +5.4% | +11.5% |
| 6M | +47.9% | +1.3% | +46.6% | +45.0% |
| YTD | +39.6% | +22.3% | +17.3% | +23.8% |
| 1Y | +22.2% | -3.9% | +26.0% | +22.0% |
| 3Y | +45.0% | +69.9% | -24.9% | +4.9% |
| 5Y | +2.6% | +103.8% | -101.2% | -34.1% |
| All | +246.5% | +605.3% | -358.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling