+174.8%
MS vs BN
+102.8%
+72.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +0.7% |
| 7D | +0.7% | +3.6% | -2.9% | -1.4% |
| 30D | -0.9% | +15.9% | -16.8% | -9.6% |
| 3M | -13.0% | -2.3% | -10.6% | -11.9% |
| 6M | -2.0% | -8.4% | +6.4% | +3.0% |
| YTD | +7.8% | -5.9% | +13.7% | +10.6% |
| 1Y | +17.9% | -5.6% | +23.4% | +20.5% |
| 3Y | +174.8% | +104.2% | +70.6% | +84.3% |
| All | +174.8% | +102.8% | +72.0% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling