+5,528.0%
MS vs BKR
+438.2%
+5,089.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | +5.1% | +3.8% | +1.3% | +3.5% |
| 30D | +5.7% | -10.3% | +16.0% | +9.7% |
| 3M | -12.2% | -21.7% | +9.5% | -3.9% |
| 6M | -0.5% | -23.8% | +23.3% | +9.4% |
| YTD | +9.8% | +10.3% | -0.4% | +2.9% |
| 1Y | +17.7% | +5.7% | +12.0% | +12.0% |
| 3Y | +176.8% | +52.6% | +124.2% | +122.0% |
| 5Y | +123.7% | +127.1% | -3.4% | +44.5% |
| 10Y | +556.3% | +56.5% | +499.9% | +342.5% |
| All | +5,528.0% | +438.2% | +5,089.8% | +2,384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling