-0.7%
BBY vs MSI
+124.3%
-125.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +4.5% | +3.2% | +1.2% | +3.3% |
| 30D | +16.8% | +17.6% | -0.8% | +10.2% |
| 3M | +23.2% | +14.5% | +8.7% | +17.3% |
| 6M | +91.9% | +34.3% | +57.7% | +71.0% |
| YTD | +61.6% | +39.7% | +21.9% | +39.1% |
| 1Y | +43.9% | +40.2% | +3.7% | +23.5% |
| 3Y | +88.6% | +77.1% | +11.5% | +38.1% |
| All | -0.7% | +124.3% | -125.0% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling