+73.7%
BP vs MSCI
+3,197.7%
-3,124.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | -0.8% | -1.9% | +1.1% | -0.2% |
| 30D | -3.1% | +16.5% | -19.6% | -7.6% |
| 3M | +6.2% | +18.2% | -12.0% | +0.7% |
| 6M | +4.8% | +14.0% | -9.2% | -0.2% |
| YTD | +35.2% | +16.6% | +18.6% | +27.0% |
| 1Y | +27.4% | +14.8% | +12.6% | +20.2% |
| 3Y | +49.8% | +33.3% | +16.5% | +31.6% |
| 5Y | +109.4% | +9.1% | +100.3% | +89.9% |
| 10Y | +135.7% | +820.4% | -684.7% | +3.4% |
| All | +73.7% | +3,197.7% | -3,124.0% | -52.9% |
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