+607.1%
MS vs BN
+271.1%
+336.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -1.6% | +5.3% | -6.9% | -5.1% |
| 30D | -3.8% | +11.9% | -15.7% | -11.0% |
| 3M | -14.6% | -5.7% | -8.9% | -11.4% |
| 6M | -5.1% | -10.6% | +5.5% | +1.8% |
| YTD | +4.5% | -9.4% | +13.9% | +10.2% |
| 1Y | +13.5% | -8.8% | +22.3% | +18.9% |
| 3Y | +160.4% | +95.6% | +64.8% | +56.3% |
| 5Y | +112.9% | +30.2% | +82.7% | +65.7% |
| All | +607.1% | +271.1% | +336.0% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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