+542.0%
MS vs BLDR
+479.0%
+63.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +5.1% | -3.0% | +8.1% | +5.9% |
| 30D | +5.7% | +20.1% | -14.4% | -0.8% |
| 3M | -12.2% | -17.5% | +5.3% | -8.0% |
| 6M | -0.5% | -16.1% | +15.6% | +2.1% |
| YTD | +9.8% | -41.0% | +50.8% | +24.1% |
| 1Y | +17.7% | -41.6% | +59.3% | +32.9% |
| 3Y | +176.8% | -50.8% | +227.6% | +207.9% |
| 5Y | +123.7% | -10.8% | +134.5% | +88.9% |
| All | +542.0% | +479.0% | +63.0% | +147.5% |
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