+737.9%
BE vs MS
+381.5%
+356.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.6% | +11.3% | +11.4% |
| 7D | +4.5% | -1.7% | +6.3% | +7.5% |
| 30D | -20.1% | +0.9% | -21.1% | -19.6% |
| 3M | -0.8% | -10.8% | +10.0% | +13.1% |
| 6M | -26.2% | +0.9% | -27.1% | -23.0% |
| YTD | +141.1% | +9.8% | +131.3% | +131.9% |
| 1Y | +64.8% | +17.1% | +47.8% | +51.3% |
| 3Y | +1,887.4% | +175.7% | +1,711.7% | +727.8% |
| 5Y | +518.1% | +125.9% | +392.2% | +210.6% |
| All | +737.9% | +381.5% | +356.4% | +109.3% |
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