+6,288.2%
MS vs BNY
+4,932.3%
+1,355.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | +1.4% | +1.4% | -0.1% | +0.2% |
| 30D | -0.3% | +3.8% | -4.1% | -3.4% |
| 3M | +0.3% | +14.9% | -14.6% | -10.8% |
| 6M | +31.3% | +40.3% | -9.0% | -1.2% |
| YTD | +24.7% | +43.8% | -19.1% | -8.3% |
| 1Y | +47.9% | +58.9% | -11.0% | +0.2% |
| 3Y | +178.3% | +290.4% | -112.1% | -10.7% |
| 5Y | +144.9% | +250.1% | -105.2% | -16.2% |
| 10Y | +804.5% | +410.7% | +393.8% | +121.7% |
| All | +6,288.2% | +4,932.3% | +1,355.9% | +352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling