+112.4%
MS vs BBY
-2.4%
+114.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | +4.2% | -5.7% | -2.7% |
| 30D | -3.8% | +17.8% | -21.6% | -8.6% |
| 3M | -14.6% | +25.8% | -40.4% | -20.8% |
| 6M | -5.1% | +73.8% | -78.9% | -21.4% |
| YTD | +4.5% | +54.7% | -50.2% | -10.6% |
| 1Y | +13.5% | +33.4% | -19.8% | +1.8% |
| 3Y | +160.4% | +72.2% | +88.2% | +104.7% |
| All | +112.4% | -2.4% | +114.9% | +80.4% |
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