+911.5%
BE vs MSI
+329.9%
+581.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +8.0% |
| 7D | +20.0% | -3.7% | +23.7% | +23.1% |
| 30D | +7.9% | +6.8% | +1.1% | +1.7% |
| 3M | -13.2% | +14.3% | -27.5% | -23.6% |
| 6M | +53.5% | -1.6% | +55.0% | +50.4% |
| YTD | +191.0% | +22.8% | +168.2% | +133.5% |
| 1Y | +360.5% | -1.1% | +361.6% | +340.0% |
| 3Y | +1,568.0% | +70.5% | +1,497.5% | +875.5% |
| 5Y | +1,055.2% | +102.8% | +952.4% | +479.7% |
| All | +911.5% | +329.9% | +581.6% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling