+406.7%
BNY vs MSI
+605.3%
-198.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.2% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -0.2% | -0.8% | +0.6% | 0.0% |
| 3M | +14.9% | +13.9% | +1.0% | +8.2% |
| 6M | +40.0% | +1.3% | +38.6% | +37.8% |
| YTD | +42.0% | +22.3% | +19.7% | +28.1% |
| 1Y | +56.9% | -3.9% | +60.7% | +57.0% |
| 3Y | +289.9% | +69.9% | +220.0% | +193.9% |
| 5Y | +259.2% | +103.8% | +155.4% | +144.0% |
| All | +406.7% | +605.3% | -198.6% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling