+1,359.3%
BP vs MSI
+4,457.4%
-3,098.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -11.6% | +4.7% | -16.3% | -12.4% |
| 30D | 0.0% | +14.8% | -14.7% | -2.4% |
| 3M | +6.7% | +8.8% | -2.1% | +5.1% |
| 6M | +2.2% | +19.3% | -17.1% | -1.3% |
| YTD | +33.0% | +35.3% | -2.4% | +25.4% |
| 1Y | +30.7% | +33.8% | -3.0% | +23.5% |
| 3Y | +44.2% | +74.4% | -30.2% | +29.0% |
| 5Y | +105.1% | +120.5% | -15.4% | +74.7% |
| 10Y | +133.5% | +685.2% | -551.7% | +60.0% |
| All | +1,359.3% | +4,457.4% | -3,098.1% | +575.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling