+553.7%
MS vs BB
+28.9%
+524.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +0.8% | +11.6% | -10.8% | -0.9% |
| 30D | -0.7% | +2.6% | -3.3% | -1.4% |
| 3M | -12.4% | +3.5% | -15.9% | -13.5% |
| 6M | -1.7% | +43.5% | -45.2% | -9.2% |
| YTD | +8.0% | +141.2% | -133.1% | -8.8% |
| 1Y | +16.2% | +97.4% | -81.2% | +1.0% |
| 3Y | +171.3% | +151.1% | +20.2% | +117.7% |
| 5Y | +124.8% | -12.8% | +137.6% | +103.9% |
| 10Y | +553.7% | +27.5% | +526.2% | +325.3% |
| All | +553.7% | +28.9% | +524.7% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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