+5,484.3%
MS vs BKR
+431.8%
+5,052.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.3% |
| 7D | +3.7% | +6.3% | -2.6% | +1.1% |
| 30D | +2.0% | -13.0% | +15.0% | +7.2% |
| 3M | -12.6% | -23.6% | +11.1% | -3.3% |
| 6M | -0.3% | -24.5% | +24.2% | +10.1% |
| YTD | +9.0% | +9.0% | 0.0% | +2.6% |
| 1Y | +13.9% | +4.4% | +9.4% | +8.9% |
| 3Y | +173.6% | +51.4% | +122.2% | +120.2% |
| 5Y | +122.0% | +124.4% | -2.5% | +44.1% |
| 10Y | +551.2% | +54.6% | +496.6% | +341.1% |
| All | +5,484.3% | +431.8% | +5,052.5% | +2,377.3% |
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