+607.1%
MS vs BLDR
+568.9%
+38.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.8% |
| 7D | -1.6% | -3.7% | +2.1% | -0.6% |
| 30D | -3.8% | +16.8% | -20.6% | -8.8% |
| 3M | -14.6% | -13.7% | -0.8% | -11.8% |
| 6M | -5.1% | -21.9% | +16.8% | -0.4% |
| YTD | +4.5% | -39.2% | +43.7% | +17.1% |
| 1Y | +13.5% | -42.6% | +56.2% | +29.1% |
| 3Y | +160.4% | -50.2% | +210.6% | +189.0% |
| 5Y | +112.9% | -7.0% | +119.8% | +77.4% |
| All | +607.1% | +568.9% | +38.2% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling