+808.5%
MS vs BN
+265.3%
+543.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +1.4% | -2.5% | +3.8% | +3.1% |
| 30D | -0.3% | -9.5% | +9.2% | +6.7% |
| 3M | +0.3% | -10.4% | +10.7% | +7.9% |
| 6M | +31.3% | -6.4% | +37.7% | +36.3% |
| YTD | +24.7% | -11.9% | +36.5% | +34.2% |
| 1Y | +47.9% | -8.6% | +56.5% | +54.5% |
| 3Y | +178.3% | +77.6% | +100.8% | +78.1% |
| 5Y | +144.9% | +37.0% | +107.9% | +82.7% |
| All | +808.5% | +265.3% | +543.2% | +249.6% |
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