+55.3%
BE vs MS
+22.2%
+33.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.2% | -10.6% | -12.9% |
| 7D | -12.1% | +2.6% | -14.8% | -16.1% |
| 30D | -30.1% | +2.6% | -32.7% | -32.5% |
| 3M | -12.1% | -10.1% | -2.1% | +4.0% |
| 6M | -30.6% | +4.4% | -34.9% | -29.4% |
| YTD | +130.6% | +11.7% | +118.9% | +97.7% |
| 1Y | +55.3% | +20.9% | +34.3% | +10.0% |
| All | +55.3% | +22.2% | +33.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling