+6,288.2%
MS vs BKR
+587.9%
+5,700.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.4% | +1.7% | -0.4% | +0.6% |
| 30D | -0.3% | +3.3% | -3.6% | -1.7% |
| 3M | +0.3% | -3.6% | +3.9% | +1.2% |
| 6M | +31.3% | +5.0% | +26.3% | +27.1% |
| YTD | +24.7% | +40.9% | -16.3% | +6.6% |
| 1Y | +47.9% | +39.2% | +8.7% | +26.3% |
| 3Y | +178.3% | +83.7% | +94.6% | +108.4% |
| 5Y | +144.9% | +207.5% | -62.6% | +40.6% |
| 10Y | +804.5% | +136.3% | +668.2% | +417.5% |
| All | +6,288.2% | +587.9% | +5,700.3% | +2,474.7% |
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