+179.1%
MS vs BKR
+82.1%
+97.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | 0.0% | +3.9% | -3.9% | -1.5% |
| 3M | +2.4% | -1.1% | +3.5% | +2.6% |
| 6M | +36.4% | +7.6% | +28.8% | +31.1% |
| YTD | +23.8% | +41.9% | -18.1% | +5.3% |
| 1Y | +48.6% | +42.2% | +6.4% | +25.2% |
| 3Y | +179.1% | +84.3% | +94.9% | +108.5% |
| All | +179.1% | +82.1% | +97.1% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling