+76.4%
BND vs MSI
+772.6%
-696.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.1% | -3.7% | +3.5% | -0.1% |
| 30D | -0.4% | +6.8% | -7.2% | -0.4% |
| 3M | -0.6% | +14.3% | -14.9% | -0.6% |
| 6M | -1.4% | -1.6% | +0.1% | -1.4% |
| YTD | -0.2% | +22.8% | -23.0% | -0.2% |
| 1Y | +1.3% | -1.1% | +2.4% | +1.3% |
| 3Y | +13.2% | +70.5% | -57.3% | +13.2% |
| 5Y | -1.6% | +102.8% | -104.4% | -1.5% |
| 10Y | +15.5% | +597.4% | -581.9% | +17.0% |
| All | +76.4% | +772.6% | -696.2% | +72.8% |
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