+1,335.7%
BP vs MSI
+4,035.2%
-2,699.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +3.9% | -3.7% | +7.6% | +4.6% |
| 30D | +7.6% | +6.8% | +0.8% | +6.3% |
| 3M | +0.7% | +14.3% | -13.6% | -1.8% |
| 6M | +15.5% | -1.6% | +17.1% | +15.3% |
| YTD | +30.8% | +22.8% | +8.0% | +25.5% |
| 1Y | +34.3% | -1.1% | +35.4% | +33.7% |
| 3Y | +35.1% | +70.5% | -35.4% | +21.2% |
| 5Y | +126.8% | +102.8% | +24.0% | +95.9% |
| 10Y | +123.4% | +597.4% | -474.1% | +56.2% |
| All | +1,335.7% | +4,035.2% | -2,699.5% | +576.3% |
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