+542.0%
MS vs BBY
+288.1%
+253.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | +5.1% | +4.5% | +0.6% | +3.4% |
| 30D | +5.7% | +16.8% | -11.1% | -0.3% |
| 3M | -12.2% | +23.2% | -35.4% | -19.2% |
| 6M | -0.5% | +91.9% | -92.4% | -23.1% |
| YTD | +9.8% | +61.6% | -51.8% | -10.2% |
| 1Y | +17.7% | +43.9% | -26.2% | +0.4% |
| 3Y | +176.8% | +88.6% | +88.2% | +102.7% |
| 5Y | +123.7% | -3.1% | +126.8% | +105.1% |
| All | +542.0% | +288.1% | +253.8% | +280.7% |
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