+1,580.2%
BE vs MSI
+72.0%
+1,508.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.5% |
| 7D | +20.0% | -3.7% | +23.7% | +20.9% |
| 30D | +7.9% | +6.8% | +1.1% | +6.0% |
| 3M | -13.2% | +14.3% | -27.5% | -16.9% |
| 6M | +53.5% | -1.6% | +55.0% | +55.8% |
| YTD | +191.0% | +22.8% | +168.2% | +161.8% |
| 1Y | +360.5% | -1.1% | +361.6% | +375.7% |
| All | +1,580.2% | +72.0% | +1,508.2% | +1,348.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling