+568.4%
MA vs BN
+280.2%
+288.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.2% |
| 7D | +1.8% | +4.3% | -2.5% | -0.5% |
| 30D | +11.8% | +14.3% | -2.5% | +4.1% |
| 3M | +17.2% | -4.1% | +21.3% | +19.4% |
| 6M | +33.4% | -9.7% | +43.1% | +39.5% |
| YTD | +16.1% | -7.1% | +23.3% | +18.2% |
| 1Y | +19.9% | -7.4% | +27.3% | +21.8% |
| 3Y | +70.1% | +102.3% | -32.3% | +4.0% |
| 5Y | +89.6% | +35.9% | +53.7% | +44.3% |
| 10Y | +568.4% | +289.2% | +279.3% | +156.3% |
| All | +568.4% | +280.2% | +288.2% | +156.3% |
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