+17.7%
MS vs BNY
+39.1%
-21.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.4% |
| 7D | +5.1% | +3.9% | +1.2% | +1.8% |
| 30D | +5.7% | +11.9% | -6.3% | -3.4% |
| 3M | -12.2% | -5.0% | -7.1% | -8.3% |
| 6M | -0.5% | +14.6% | -15.1% | -10.5% |
| YTD | +9.8% | +34.5% | -24.7% | -14.0% |
| 1Y | +17.7% | +40.6% | -22.9% | -11.6% |
| All | +17.7% | +39.1% | -21.4% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling