+542.0%
MS vs BP
+143.9%
+398.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +5.1% | +3.8% | +1.3% | +3.3% |
| 30D | +5.7% | -5.3% | +11.0% | +7.9% |
| 3M | -12.2% | +9.3% | -21.4% | -16.6% |
| 6M | -0.5% | +7.2% | -7.7% | -5.6% |
| YTD | +9.8% | +38.0% | -28.2% | -9.6% |
| 1Y | +17.7% | +33.2% | -15.5% | -1.6% |
| 3Y | +176.8% | +50.3% | +126.5% | +112.0% |
| 5Y | +123.7% | +114.1% | +9.6% | +35.0% |
| All | +542.0% | +143.9% | +398.1% | +252.1% |
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