+452.5%
BNY vs MSCI
+2,756.4%
-2,303.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +3.8% | +0.6% | +3.3% | +3.5% |
| 3M | +14.9% | -7.1% | +22.0% | +17.6% |
| 6M | +40.3% | +0.8% | +39.5% | +37.8% |
| YTD | +43.8% | +1.0% | +42.8% | +40.2% |
| 1Y | +58.9% | +4.3% | +54.6% | +51.9% |
| 3Y | +290.4% | +9.9% | +280.5% | +254.3% |
| 5Y | +250.1% | -6.8% | +256.8% | +229.6% |
| 10Y | +410.7% | +614.7% | -203.9% | +54.1% |
| All | +452.5% | +2,756.4% | -2,303.9% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling