+773.9%
MS vs BNY
+416.1%
+357.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | -2.1% | -1.1% | -1.0% | -1.2% |
| 30D | -1.1% | +1.4% | -2.5% | -2.3% |
| 3M | +3.5% | +16.8% | -13.3% | -9.4% |
| 6M | +33.7% | +42.0% | -8.3% | -1.0% |
| YTD | +21.8% | +41.9% | -20.2% | -10.0% |
| 1Y | +41.1% | +59.2% | -18.1% | -5.4% |
| 3Y | +174.5% | +290.9% | -116.4% | -13.5% |
| 5Y | +140.7% | +259.0% | -118.4% | -21.0% |
| All | +773.9% | +416.1% | +357.8% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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