+794.2%
MS vs BND
+15.2%
+779.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | +0.1% | +2.3% | +2.4% |
| 30D | 0.0% | -0.4% | +0.3% | +0.1% |
| 3M | +2.4% | -0.2% | +2.7% | +2.5% |
| 6M | +36.4% | -1.2% | +37.6% | +36.8% |
| YTD | +23.8% | -0.3% | +24.1% | +23.9% |
| 1Y | +48.6% | +0.4% | +48.2% | +48.5% |
| 3Y | +179.1% | +13.4% | +165.7% | +170.3% |
| 5Y | +144.8% | -1.5% | +146.3% | +133.3% |
| 10Y | +794.2% | +15.5% | +778.7% | +1,229.5% |
| All | +794.2% | +15.2% | +779.0% | +1,229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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