+145.1%
MS vs BBY
-0.2%
+145.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.7% |
| 7D | +1.4% | +9.5% | -8.1% | -1.5% |
| 30D | -0.3% | +6.8% | -7.1% | -2.5% |
| 3M | +0.3% | +28.9% | -28.6% | -7.8% |
| 6M | +31.3% | +37.8% | -6.5% | +17.1% |
| YTD | +24.7% | +38.7% | -14.1% | +10.6% |
| 1Y | +47.9% | +23.7% | +24.2% | +35.6% |
| 3Y | +178.3% | +39.1% | +139.2% | +135.5% |
| All | +145.1% | -0.2% | +145.3% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling