+803.2%
MS vs BBY
+236.2%
+567.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | 0.0% | +6.8% | -6.8% | -2.6% |
| 3M | +3.0% | +18.7% | -15.8% | -3.9% |
| 6M | +35.7% | +37.3% | -1.6% | +18.7% |
| YTD | +23.3% | +35.3% | -12.0% | +8.0% |
| 1Y | +44.7% | +20.7% | +24.0% | +31.6% |
| 3Y | +178.0% | +39.4% | +138.6% | +129.1% |
| 5Y | +143.2% | -1.5% | +144.7% | +120.2% |
| 10Y | +803.2% | +239.8% | +563.4% | +429.9% |
| All | +803.2% | +236.2% | +567.0% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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