+112.4%
MS vs BLDR
-8.6%
+121.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.5% |
| 7D | -1.6% | -3.7% | +2.1% | -0.8% |
| 30D | -3.8% | +16.8% | -20.6% | -7.6% |
| 3M | -14.6% | -13.7% | -0.8% | -12.3% |
| 6M | -5.1% | -21.9% | +16.8% | -1.2% |
| YTD | +4.5% | -39.2% | +43.7% | +14.6% |
| 1Y | +13.5% | -42.6% | +56.2% | +26.0% |
| 3Y | +160.4% | -50.2% | +210.6% | +179.7% |
| All | +112.4% | -8.6% | +121.1% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling