+5,256.1%
MS vs BDX
+5,229.0%
+27.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.1% |
| 7D | -1.6% | +7.1% | -8.6% | -5.0% |
| 30D | -3.8% | +17.6% | -21.4% | -11.7% |
| 3M | -14.6% | +20.4% | -35.0% | -22.8% |
| 6M | -5.1% | +48.3% | -53.3% | -24.1% |
| YTD | +4.5% | +41.6% | -37.1% | -14.8% |
| 1Y | +13.5% | +55.7% | -42.2% | -12.2% |
| 3Y | +160.4% | +10.6% | +149.8% | +133.6% |
| 5Y | +112.9% | +24.0% | +88.9% | +76.7% |
| 10Y | +633.4% | +84.8% | +548.6% | +362.2% |
| All | +5,256.1% | +5,229.0% | +27.1% | +823.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling