+593.0%
BE vs MS
+358.4%
+234.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +4.0% | +4.0% |
| 7D | -14.7% | -1.6% | -13.2% | -13.2% |
| 30D | -40.5% | -3.8% | -36.7% | -37.4% |
| 3M | -24.3% | -14.6% | -9.7% | -10.4% |
| 6M | -39.3% | -5.1% | -34.2% | -33.0% |
| YTD | +99.4% | +4.5% | +94.9% | +100.6% |
| 1Y | +26.6% | +13.5% | +13.0% | +19.4% |
| 3Y | +1,616.9% | +160.4% | +1,456.5% | +651.3% |
| 5Y | +441.4% | +112.9% | +328.5% | +187.2% |
| All | +593.0% | +358.4% | +234.6% | +81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling