+6,288.2%
MS vs BN
+34,543.5%
-28,255.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.5% |
| 7D | +1.4% | -2.5% | +3.8% | +3.1% |
| 30D | -0.3% | -9.5% | +9.2% | +6.8% |
| 3M | +0.3% | -10.4% | +10.7% | +8.0% |
| 6M | +31.3% | -6.4% | +37.7% | +36.5% |
| YTD | +24.7% | -11.9% | +36.5% | +34.4% |
| 1Y | +47.9% | -8.6% | +56.5% | +54.7% |
| 3Y | +178.3% | +77.6% | +100.8% | +77.1% |
| 5Y | +144.9% | +37.0% | +107.9% | +80.4% |
| 10Y | +804.5% | +266.4% | +538.1% | +221.3% |
| All | +6,288.2% | +34,543.5% | -28,255.2% | +475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling