+578.8%
MS vs BND
+17.0%
+561.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -0.9% | +2.0% | -2.9% | -1.5% |
| 3M | -13.0% | -0.4% | -12.6% | -12.9% |
| 6M | -2.0% | -0.9% | -1.0% | -1.7% |
| YTD | +7.8% | -0.3% | +8.1% | +7.9% |
| 1Y | +17.9% | 0.0% | +17.9% | +17.9% |
| 3Y | +174.8% | +15.1% | +159.7% | +164.4% |
| 5Y | +119.9% | -1.5% | +121.4% | +110.2% |
| 10Y | +578.8% | +17.6% | +561.2% | +933.0% |
| All | +578.8% | +17.0% | +561.8% | +933.0% |
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