+920.1%
MS vs BB
+258.8%
+661.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -5.6% | +7.0% | +2.6% |
| 30D | -0.3% | -11.8% | +11.5% | +2.1% |
| 3M | +0.3% | -25.5% | +25.8% | +5.0% |
| 6M | +31.3% | +121.3% | -89.9% | +7.9% |
| YTD | +24.7% | +103.2% | -78.5% | +4.3% |
| 1Y | +47.9% | +102.6% | -54.7% | +22.8% |
| 3Y | +178.3% | +37.5% | +140.8% | +135.1% |
| 5Y | +144.9% | -30.4% | +175.3% | +128.2% |
| 10Y | +804.5% | 0.0% | +804.5% | +518.1% |
| All | +920.1% | +258.8% | +661.2% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling