+505.6%
MA vs BN
+259.6%
+246.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -0.1% |
| 7D | -1.8% | -1.2% | -0.6% | -1.2% |
| 30D | +1.4% | -10.9% | +12.3% | +7.6% |
| 3M | +17.7% | -11.1% | +28.8% | +24.8% |
| 6M | +9.7% | -4.4% | +14.0% | +10.7% |
| YTD | +0.5% | -14.1% | +14.6% | +6.8% |
| 1Y | -2.1% | -11.1% | +9.0% | +1.3% |
| 3Y | +40.1% | +75.6% | -35.5% | -7.7% |
| 5Y | +67.5% | +35.8% | +31.7% | +25.9% |
| 10Y | +505.6% | +261.6% | +244.0% | +138.9% |
| All | +505.6% | +259.6% | +246.0% | +138.9% |
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