+112.4%
MS vs BB
-20.8%
+133.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -1.3% |
| 7D | -1.6% | +3.8% | -5.4% | -2.2% |
| 30D | -3.8% | -0.3% | -3.4% | -4.0% |
| 3M | -14.6% | -0.5% | -14.1% | -15.3% |
| 6M | -5.1% | +45.9% | -51.0% | -13.9% |
| YTD | +4.5% | +130.6% | -126.1% | -13.9% |
| 1Y | +13.5% | +89.2% | -75.6% | -3.2% |
| 3Y | +160.4% | +137.5% | +22.9% | +102.1% |
| All | +112.4% | -20.8% | +133.3% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling