+553.1%
MA vs BN
+271.1%
+282.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +2.3% | +5.3% | -3.0% | -0.5% |
| 30D | +14.7% | +11.9% | +2.8% | +8.0% |
| 3M | +13.5% | -5.7% | +19.2% | +16.8% |
| 6M | +33.1% | -10.6% | +43.7% | +40.0% |
| YTD | +15.1% | -9.4% | +24.4% | +18.6% |
| 1Y | +18.7% | -8.8% | +27.5% | +21.6% |
| 3Y | +72.1% | +95.6% | -23.6% | +7.2% |
| 5Y | +92.8% | +30.2% | +62.6% | +50.6% |
| All | +553.1% | +271.1% | +282.0% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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