+73.1%
MA vs BN
+37.9%
+35.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | -2.5% | -0.2% | -1.8% |
| 30D | +1.5% | -9.5% | +11.0% | +5.4% |
| 3M | +20.4% | -10.4% | +30.8% | +25.3% |
| 6M | +11.1% | -6.4% | +17.5% | +12.9% |
| YTD | +2.0% | -11.9% | +13.8% | +5.7% |
| 1Y | -2.2% | -8.6% | +6.5% | -0.6% |
| 3Y | +41.9% | +77.6% | -35.7% | +4.0% |
| All | +73.1% | +37.9% | +35.2% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling