+143.2%
MS vs BKR
+214.0%
-70.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.7% | -1.5% | +3.2% | +2.1% |
| 30D | 0.0% | -0.7% | +0.7% | +0.2% |
| 3M | +3.0% | +0.5% | +2.5% | +2.5% |
| 6M | +35.7% | +6.6% | +29.0% | +31.6% |
| YTD | +23.3% | +41.3% | -18.0% | +8.3% |
| 1Y | +44.7% | +42.2% | +2.5% | +26.2% |
| 3Y | +178.0% | +83.4% | +94.5% | +121.2% |
| 5Y | +143.2% | +203.6% | -60.4% | +51.8% |
| All | +143.2% | +214.0% | -70.9% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling