+810.2%
MS vs BB
-0.1%
+810.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -5.6% | +7.0% | +2.3% |
| 30D | -0.3% | -11.8% | +11.5% | +1.6% |
| 3M | +0.3% | -25.5% | +25.8% | +3.9% |
| 6M | +31.3% | +121.3% | -89.9% | +12.9% |
| YTD | +24.7% | +103.2% | -78.5% | +8.7% |
| 1Y | +47.9% | +102.6% | -54.7% | +28.3% |
| 3Y | +178.3% | +37.5% | +140.8% | +145.3% |
| 5Y | +144.9% | -30.4% | +175.3% | +130.6% |
| All | +810.2% | -0.1% | +810.4% | +502.0% |
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