+143.7%
MS vs BNY
+250.0%
-106.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +1.7% | +0.3% | +1.4% | +1.4% |
| 30D | 0.0% | +1.9% | -1.9% | -1.5% |
| 3M | +3.0% | +13.9% | -10.9% | -7.3% |
| 6M | +35.7% | +42.3% | -6.6% | +2.0% |
| YTD | +23.3% | +41.8% | -18.5% | -7.3% |
| 1Y | +44.7% | +57.9% | -13.3% | -0.2% |
| 3Y | +178.0% | +290.7% | -112.7% | -3.0% |
| All | +143.7% | +250.0% | -106.3% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling