+541.8%
MS vs BP
+138.8%
+403.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -1.7% | -0.8% | -1.0% | -1.3% |
| 30D | +0.9% | -3.1% | +4.1% | +1.9% |
| 3M | -10.8% | +6.2% | -17.0% | -14.2% |
| 6M | +0.9% | +4.8% | -3.9% | -3.2% |
| YTD | +9.8% | +35.2% | -25.4% | -8.8% |
| 1Y | +17.1% | +27.4% | -10.3% | 0.0% |
| 3Y | +175.7% | +49.8% | +125.9% | +111.2% |
| 5Y | +125.9% | +109.4% | +16.5% | +37.7% |
| All | +541.8% | +138.8% | +403.0% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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