+173.2%
BKR vs MSI
+101.7%
+71.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.5% | -6.9% |
| 7D | -6.7% | -1.8% | -4.9% | -6.2% |
| 30D | -8.3% | -0.6% | -7.7% | -8.3% |
| 3M | -5.4% | +13.0% | -18.4% | -9.4% |
| 6M | +0.8% | +0.5% | +0.3% | 0.0% |
| YTD | +31.8% | +21.7% | +10.1% | +21.7% |
| 1Y | +28.6% | -2.6% | +31.2% | +28.7% |
| 3Y | +71.2% | +69.7% | +1.6% | +37.2% |
| All | +173.2% | +101.7% | +71.5% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling