+121.4%
BKR vs MSI
+601.8%
-480.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.5% | -7.1% |
| 7D | -6.7% | -1.8% | -4.9% | -5.9% |
| 30D | -8.3% | -0.6% | -7.7% | -8.2% |
| 3M | -5.4% | +13.0% | -18.4% | -11.7% |
| 6M | +0.8% | +0.5% | +0.3% | -0.9% |
| YTD | +31.8% | +21.7% | +10.1% | +16.7% |
| 1Y | +28.6% | -2.6% | +31.2% | +27.6% |
| 3Y | +71.2% | +69.7% | +1.6% | +22.2% |
| 5Y | +179.2% | +102.8% | +76.4% | +74.2% |
| All | +121.4% | +601.8% | -480.4% | -16.1% |
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