+14.9%
BND vs MSI
+601.8%
-586.9%
-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% | -1.5% | -0.7% |
| 7D | -0.9% | -1.8% | +0.9% | -0.9% |
| 30D | -1.0% | -0.6% | -0.3% | -0.9% |
| 3M | -1.2% | +13.0% | -14.3% | -1.5% |
| 6M | -2.0% | +0.5% | -2.5% | -2.0% |
| YTD | -1.2% | +21.7% | -22.9% | -1.7% |
| 1Y | -0.5% | -2.6% | +2.2% | -0.5% |
| 3Y | +12.4% | +69.7% | -57.2% | +10.9% |
| 5Y | -2.5% | +102.8% | -105.3% | -4.3% |
| All | +14.9% | +601.8% | -586.9% | +13.3% |
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