+680.0%
MS vs BLDR
+414.6%
+265.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.4% |
| 7D | +1.4% | -2.8% | +4.2% | +2.2% |
| 30D | -0.3% | -13.3% | +13.0% | +3.5% |
| 3M | +0.3% | -12.3% | +12.6% | +2.5% |
| 6M | +31.3% | -31.5% | +62.8% | +43.0% |
| YTD | +24.7% | -36.1% | +60.7% | +37.5% |
| 1Y | +47.9% | -54.1% | +102.0% | +77.5% |
| 3Y | +178.3% | -55.8% | +234.1% | +221.5% |
| 5Y | +144.9% | +20.7% | +124.2% | +103.4% |
| 10Y | +804.5% | +390.2% | +414.3% | +358.1% |
| All | +680.0% | +414.6% | +265.4% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling