+911.5%
BE vs MSCI
+262.3%
+649.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.6% | +7.6% |
| 7D | +20.0% | +0.4% | +19.6% | +19.7% |
| 30D | +7.9% | +0.6% | +7.4% | +7.1% |
| 3M | -13.2% | -7.1% | -6.1% | -11.9% |
| 6M | +53.5% | +0.8% | +52.6% | +42.8% |
| YTD | +191.0% | +1.0% | +190.0% | +166.8% |
| 1Y | +360.5% | +4.3% | +356.2% | +300.2% |
| 3Y | +1,568.0% | +9.9% | +1,558.1% | +1,215.9% |
| 5Y | +1,055.2% | -6.8% | +1,061.9% | +947.4% |
| All | +911.5% | +262.3% | +649.2% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 all: compounded portfolio wealth divided by compounded MSCI 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…
all analysis · Full analysis span regression · 6 months rolling