+20.9%
MS vs BKR
+5.7%
+15.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.5% | +9.8% | +5.1% |
| 7D | +2.6% | -8.8% | +11.4% | +4.0% |
| 30D | +2.6% | -13.1% | +15.7% | +4.8% |
| 3M | -10.1% | -18.9% | +8.8% | -7.1% |
| 6M | +4.4% | -27.2% | +31.6% | +10.0% |
| YTD | +11.7% | +10.7% | +1.0% | +4.6% |
| 1Y | +20.9% | +9.7% | +11.3% | +12.1% |
| All | +20.9% | +5.7% | +15.3% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling