+5,285.6%
MS vs BN
+35,855.5%
-30,569.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -3.8% |
| 7D | -3.4% | +5.7% | -9.1% | -7.2% |
| 30D | -3.9% | +12.0% | -15.9% | -11.4% |
| 3M | -15.9% | -6.1% | -9.8% | -12.4% |
| 6M | -2.5% | -8.6% | +6.1% | +3.1% |
| YTD | +5.1% | -8.5% | +13.6% | +10.2% |
| 1Y | +13.0% | -8.4% | +21.4% | +18.1% |
| 3Y | +160.7% | +92.3% | +68.4% | +57.5% |
| 5Y | +114.0% | +31.3% | +82.7% | +62.6% |
| 10Y | +637.5% | +280.5% | +357.0% | +154.9% |
| All | +5,285.6% | +35,855.5% | -30,569.8% | +371.9% |
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 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