+1,076.1%
BE vs MS
+145.3%
+930.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.1% |
| 7D | +20.0% | +1.4% | +18.6% | +18.4% |
| 30D | +7.9% | -0.3% | +8.2% | +8.3% |
| 3M | -13.2% | +0.3% | -13.5% | -11.1% |
| 6M | +53.5% | +31.3% | +22.1% | +19.2% |
| YTD | +191.0% | +24.7% | +166.4% | +138.3% |
| 1Y | +360.5% | +47.9% | +312.6% | +223.0% |
| 3Y | +1,568.0% | +178.3% | +1,389.7% | +508.9% |
| All | +1,076.1% | +145.3% | +930.8% | +391.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling