+760.0%
MS vs BB
+290.1%
+469.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.5% | -5.0% |
| 7D | -3.4% | -8.9% | +5.5% | -1.6% |
| 30D | -3.9% | -12.6% | +8.7% | -1.6% |
| 3M | -15.9% | -4.1% | -11.8% | -16.1% |
| 6M | -2.5% | +49.5% | -51.9% | -13.0% |
| YTD | +5.1% | +120.8% | -115.7% | -14.3% |
| 1Y | +13.0% | +76.2% | -63.3% | -3.8% |
| 3Y | +160.7% | +123.8% | +36.9% | +99.0% |
| 5Y | +114.0% | -24.3% | +138.3% | +95.4% |
| 10Y | +637.5% | +20.1% | +617.4% | +380.7% |
| All | +760.0% | +290.1% | +469.9% | +303.4% |
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