+641.7%
BE vs MSI
+385.6%
+256.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -13.4% | +7.4% | -20.8% | -18.1% |
| 30D | -33.9% | +18.7% | -52.6% | -42.1% |
| 3M | -12.0% | +14.5% | -26.4% | -21.5% |
| 6M | -29.0% | +38.1% | -67.1% | -46.5% |
| YTD | +113.4% | +38.7% | +74.7% | +55.0% |
| 1Y | +33.2% | +35.4% | -2.2% | -1.4% |
| 3Y | +1,659.2% | +75.1% | +1,584.1% | +920.2% |
| 5Y | +461.4% | +126.4% | +335.0% | +158.8% |
| All | +641.7% | +385.6% | +256.0% | +131.1% |
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