+569.2%
BKR vs MSI
+3,990.4%
-3,421.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.9% |
| 7D | +0.4% | -5.8% | +6.2% | +1.9% |
| 30D | +3.9% | -1.0% | +4.8% | +4.0% |
| 3M | -1.1% | +14.2% | -15.2% | -4.5% |
| 6M | +7.6% | +1.0% | +6.6% | +6.7% |
| YTD | +41.9% | +21.5% | +20.4% | +34.3% |
| 1Y | +42.2% | -2.1% | +44.4% | +41.7% |
| 3Y | +84.3% | +69.3% | +14.9% | +59.6% |
| 5Y | +215.7% | +99.3% | +116.4% | +160.9% |
| 10Y | +130.9% | +595.0% | -464.1% | +44.9% |
| All | +569.2% | +3,990.4% | -3,421.2% | +136.8% |
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