+557.6%
MS vs BLDR
+412.4%
+145.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.8% | -0.2% | -4.3% |
| 7D | -3.4% | +3.9% | -7.3% | -4.5% |
| 30D | -3.9% | +16.5% | -20.4% | -8.6% |
| 3M | -15.9% | -13.7% | -2.2% | -13.4% |
| 6M | -2.5% | -12.2% | +9.7% | -1.4% |
| YTD | +5.1% | -36.3% | +41.4% | +15.1% |
| 1Y | +13.0% | -41.3% | +54.2% | +26.1% |
| 3Y | +160.7% | -48.3% | +209.0% | +187.0% |
| 5Y | +114.0% | -2.6% | +116.6% | +88.1% |
| 10Y | +637.5% | +616.6% | +20.8% | +234.9% |
| All | +557.6% | +412.4% | +145.2% | +66.2% |
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