+74.7%
BND vs MKSI
+1,124.4%
-1,049.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | -0.9% | +4.9% | -5.8% | -0.9% |
| 30D | -1.0% | -11.0% | +10.0% | -1.0% |
| 3M | -1.2% | -17.1% | +15.8% | -1.3% |
| 6M | -2.0% | +16.4% | -18.4% | -1.9% |
| YTD | -1.2% | +64.3% | -65.5% | -0.9% |
| 1Y | -0.5% | +137.7% | -138.2% | 0.0% |
| 3Y | +12.4% | +189.1% | -176.7% | +13.3% |
| 5Y | -2.5% | +83.1% | -85.6% | -2.2% |
| 10Y | +15.0% | +509.4% | -494.4% | +20.0% |
| All | +74.7% | +1,124.4% | -1,049.7% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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