+6,288.2%
MS vs BBY
+10,617.3%
-4,329.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.7% |
| 7D | +1.4% | +9.5% | -8.1% | -1.6% |
| 30D | -0.3% | +6.8% | -7.1% | -2.6% |
| 3M | +0.3% | +28.9% | -28.6% | -8.1% |
| 6M | +31.3% | +37.8% | -6.5% | +16.8% |
| YTD | +24.7% | +38.7% | -14.1% | +10.3% |
| 1Y | +47.9% | +23.7% | +24.2% | +35.1% |
| 3Y | +178.3% | +39.1% | +139.2% | +137.7% |
| 5Y | +144.9% | -0.4% | +145.3% | +125.8% |
| 10Y | +804.5% | +234.0% | +570.5% | +441.1% |
| All | +6,288.2% | +10,617.3% | -4,329.0% | +2,003.2% |
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