+553.7%
MS vs BN
+280.2%
+273.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +1.2% |
| 7D | +0.8% | +4.3% | -3.5% | -2.0% |
| 30D | -0.7% | +14.3% | -15.0% | -9.5% |
| 3M | -12.4% | -4.1% | -8.3% | -10.1% |
| 6M | -1.7% | -9.7% | +7.9% | +4.6% |
| YTD | +8.0% | -7.1% | +15.2% | +12.0% |
| 1Y | +16.2% | -7.4% | +23.6% | +20.5% |
| 3Y | +171.3% | +102.3% | +68.9% | +58.7% |
| 5Y | +124.8% | +35.9% | +88.8% | +69.2% |
| 10Y | +553.7% | +289.2% | +264.5% | +140.4% |
| All | +553.7% | +280.2% | +273.4% | +140.4% |
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