+181.3%
MS vs BLDR
-55.3%
+236.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.2% |
| 7D | +1.4% | -2.8% | +4.2% | +1.9% |
| 30D | -0.3% | -13.3% | +13.0% | +2.3% |
| 3M | +0.3% | -12.3% | +12.6% | +1.8% |
| 6M | +31.3% | -31.5% | +62.8% | +39.5% |
| YTD | +24.7% | -36.1% | +60.7% | +33.7% |
| 1Y | +47.9% | -54.1% | +102.0% | +69.6% |
| All | +181.3% | -55.3% | +236.6% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling