+668.0%
BE vs MS
+381.6%
+286.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.7% |
| 7D | +10.8% | +5.1% | +5.7% | +5.9% |
| 30D | -19.8% | +5.7% | -25.5% | -22.9% |
| 3M | -18.7% | -12.2% | -6.6% | -6.1% |
| 6M | -33.7% | -0.5% | -33.2% | -30.0% |
| YTD | +121.0% | +9.8% | +111.1% | +112.5% |
| 1Y | +85.4% | +17.7% | +67.7% | +68.6% |
| 3Y | +1,709.5% | +176.8% | +1,532.7% | +650.8% |
| 5Y | +462.2% | +123.7% | +338.5% | +184.8% |
| All | +668.0% | +381.6% | +286.3% | +91.7% |
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