+74.2%
BND vs MSI
+892.9%
-818.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.4% | +3.2% | -4.7% | -1.4% |
| 30D | +0.6% | +17.6% | -17.0% | +0.6% |
| 3M | -1.6% | +14.5% | -16.1% | -1.6% |
| 6M | -1.5% | +34.3% | -35.8% | -1.6% |
| YTD | -1.5% | +39.7% | -41.2% | -1.5% |
| 1Y | -1.1% | +40.2% | -41.2% | -1.1% |
| 3Y | +13.6% | +77.1% | -63.5% | +13.6% |
| 5Y | -1.8% | +124.0% | -125.9% | -1.7% |
| 10Y | +17.0% | +665.5% | -648.5% | +18.5% |
| All | +74.2% | +892.9% | -818.7% | +70.6% |
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