+88.6%
BBY vs MSI
+76.4%
+12.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +4.5% | +3.2% | +1.2% | +3.8% |
| 30D | +16.8% | +17.6% | -0.8% | +13.4% |
| 3M | +23.2% | +14.5% | +8.7% | +20.1% |
| 6M | +91.9% | +34.3% | +57.7% | +80.9% |
| YTD | +61.6% | +39.7% | +21.9% | +48.1% |
| 1Y | +43.9% | +40.2% | +3.7% | +31.6% |
| 3Y | +88.6% | +77.1% | +11.5% | +61.5% |
| All | +88.6% | +76.4% | +12.3% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling