+1,709.5%
BE vs MSI
+76.4%
+1,633.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | +10.8% | +3.2% | +7.6% | +10.4% |
| 30D | -19.8% | +17.6% | -37.4% | -21.8% |
| 3M | -18.7% | +14.5% | -33.2% | -20.5% |
| 6M | -33.7% | +34.3% | -68.0% | -38.5% |
| YTD | +121.0% | +39.7% | +81.2% | +94.5% |
| 1Y | +85.4% | +40.2% | +45.2% | +62.7% |
| 3Y | +1,709.5% | +77.1% | +1,632.4% | +1,463.7% |
| All | +1,709.5% | +76.4% | +1,633.1% | +1,463.7% |
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