+537.0%
MS vs BG
+107.5%
+429.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | +3.7% | +1.5% | +2.2% | +3.1% |
| 30D | +2.0% | -7.0% | +9.0% | +4.6% |
| 3M | -12.6% | -10.0% | -2.6% | -9.8% |
| 6M | -0.3% | -19.8% | +19.5% | +6.8% |
| YTD | +9.0% | +14.3% | -5.3% | +0.1% |
| 1Y | +13.9% | +6.5% | +7.4% | +7.5% |
| 3Y | +173.6% | +4.4% | +169.3% | +152.9% |
| 5Y | +122.0% | +20.2% | +101.8% | +84.7% |
| All | +537.0% | +107.5% | +429.5% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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