+399.9%
MS vs BND
+76.8%
+323.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -0.3% | -0.4% | +0.1% | -0.2% |
| 3M | +0.3% | -0.6% | +0.9% | +0.5% |
| 6M | +31.3% | -1.4% | +32.8% | +31.8% |
| YTD | +24.7% | -0.2% | +24.9% | +24.7% |
| 1Y | +47.9% | +1.3% | +46.6% | +47.5% |
| 3Y | +178.3% | +13.2% | +165.2% | +170.4% |
| 5Y | +144.9% | -1.6% | +146.5% | +140.3% |
| 10Y | +804.5% | +15.5% | +789.1% | +790.0% |
| All | +399.9% | +76.8% | +323.1% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling