+406.7%
BNY vs MSCI
+634.9%
-228.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.4% |
| 7D | -1.3% | -3.2% | +1.9% | -0.3% |
| 30D | -0.2% | -1.1% | +1.0% | +0.1% |
| 3M | +14.9% | -6.3% | +21.3% | +16.6% |
| 6M | +40.0% | +2.1% | +37.9% | +37.5% |
| YTD | +42.0% | -2.3% | +44.2% | +41.0% |
| 1Y | +56.9% | -3.9% | +60.8% | +56.2% |
| 3Y | +289.9% | +7.5% | +282.4% | +266.4% |
| 5Y | +259.2% | -9.8% | +269.0% | +246.3% |
| All | +406.7% | +634.9% | -228.2% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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