+17.6%
BND vs MSI
+663.2%
-645.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -1.4% | +2.6% | -4.0% | -1.5% |
| 30D | +0.8% | +18.1% | -17.3% | +0.4% |
| 3M | -1.2% | +13.2% | -14.4% | -1.5% |
| 6M | -1.4% | +36.3% | -37.7% | -2.1% |
| YTD | -1.3% | +39.5% | -40.8% | -2.1% |
| 1Y | -1.2% | +36.9% | -38.1% | -2.0% |
| 3Y | +13.7% | +76.1% | -62.4% | +12.1% |
| 5Y | -1.7% | +123.7% | -125.4% | -3.8% |
| All | +17.6% | +663.2% | -645.6% | +15.3% |
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 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