+5,436.8%
MS vs BBY
+12,388.9%
-6,952.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | +0.8% | +10.9% | -10.1% | -2.5% |
| 30D | -0.7% | +19.6% | -20.3% | -6.5% |
| 3M | -12.4% | +27.6% | -40.0% | -19.6% |
| 6M | -1.7% | +79.4% | -81.2% | -19.9% |
| YTD | +8.0% | +61.7% | -53.6% | -9.4% |
| 1Y | +16.2% | +40.3% | -24.1% | +1.8% |
| 3Y | +171.3% | +87.9% | +83.4% | +109.4% |
| 5Y | +124.8% | +0.2% | +124.6% | +106.0% |
| 10Y | +553.7% | +274.5% | +279.2% | +275.0% |
| All | +5,436.8% | +12,388.9% | -6,952.1% | +1,626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling