+675.5%
BE vs MS
+372.7%
+302.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.1% | +8.8% | +8.8% |
| 7D | -1.2% | +0.7% | -1.9% | -1.4% |
| 30D | -30.9% | -0.9% | -29.9% | -29.2% |
| 3M | -11.6% | -13.0% | +1.4% | +3.1% |
| 6M | -25.7% | -2.0% | -23.7% | -20.5% |
| YTD | +123.1% | +7.8% | +115.4% | +118.3% |
| 1Y | +43.4% | +17.9% | +25.5% | +30.7% |
| 3Y | +1,683.6% | +174.8% | +1,508.8% | +644.6% |
| 5Y | +465.4% | +119.9% | +345.6% | +191.2% |
| All | +675.5% | +372.7% | +302.9% | +97.0% |
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