+68.1%
BP vs MSCI
+2,756.4%
-2,688.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +7.6% | +0.6% | +7.1% | +7.4% |
| 3M | +0.7% | -7.1% | +7.8% | +2.2% |
| 6M | +15.5% | +0.8% | +14.7% | +14.1% |
| YTD | +30.8% | +1.0% | +29.8% | +28.6% |
| 1Y | +34.3% | +4.3% | +30.0% | +30.1% |
| 3Y | +35.1% | +9.9% | +25.1% | +25.9% |
| 5Y | +126.8% | -6.8% | +133.6% | +115.4% |
| 10Y | +123.4% | +614.7% | -491.3% | +5.9% |
| All | +68.1% | +2,756.4% | -2,688.3% | -52.3% |
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 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