+1,008.9%
BE vs MSI
+325.2%
+683.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.7% | +10.4% |
| 7D | +29.8% | -5.8% | +35.5% | +35.2% |
| 30D | +26.4% | -1.0% | +27.4% | +26.6% |
| 3M | +9.3% | +14.2% | -4.8% | -3.8% |
| 6M | +105.1% | +1.0% | +104.0% | +95.9% |
| YTD | +219.0% | +21.5% | +197.6% | +157.9% |
| 1Y | +418.8% | -2.1% | +420.9% | +398.9% |
| 3Y | +1,784.6% | +69.3% | +1,715.2% | +1,006.0% |
| 5Y | +1,251.0% | +99.3% | +1,151.7% | +586.7% |
| All | +1,008.9% | +325.2% | +683.6% | +284.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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