+176.8%
MS vs BNY
+262.4%
-85.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.4% |
| 7D | +5.1% | +3.9% | +1.2% | +1.6% |
| 30D | +5.7% | +11.9% | -6.3% | -4.3% |
| 3M | -12.2% | -5.0% | -7.1% | -7.9% |
| 6M | -0.5% | +14.6% | -15.1% | -12.0% |
| YTD | +9.8% | +34.5% | -24.7% | -16.5% |
| 1Y | +17.7% | +40.6% | -22.9% | -14.2% |
| 3Y | +176.8% | +261.7% | -84.9% | -10.5% |
| All | +176.8% | +262.4% | -85.5% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling