+193.1%
BNY vs MSCI
+6.7%
+186.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | +3.9% | +3.0% | +0.9% | +2.8% |
| 30D | +11.9% | +17.8% | -5.8% | +5.9% |
| 3M | -5.0% | +15.2% | -20.2% | -9.6% |
| 6M | +14.6% | +16.5% | -1.9% | +7.8% |
| YTD | +34.5% | +16.4% | +18.1% | +25.7% |
| 1Y | +40.6% | +16.8% | +23.8% | +31.2% |
| 3Y | +261.7% | +35.8% | +226.0% | +210.6% |
| All | +193.1% | +6.7% | +186.5% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling