+803.2%
MS vs BDX
+56.2%
+747.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +1.7% | -3.6% | +5.2% | +3.0% |
| 30D | 0.0% | +0.7% | -0.7% | -0.3% |
| 3M | +3.0% | +19.0% | -16.0% | -4.3% |
| 6M | +35.7% | +10.8% | +24.9% | +29.4% |
| YTD | +23.3% | +20.1% | +3.2% | +13.4% |
| 1Y | +44.7% | +23.1% | +21.6% | +31.3% |
| 3Y | +178.0% | -8.8% | +186.8% | +181.6% |
| 5Y | +143.2% | -1.4% | +144.6% | +134.5% |
| 10Y | +803.2% | +60.5% | +742.7% | +641.2% |
| All | +803.2% | +56.2% | +747.0% | +641.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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