+808.5%
MS vs BP
+123.0%
+685.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | 0.0% |
| 7D | +1.4% | +3.9% | -2.6% | -0.5% |
| 30D | -0.3% | +7.6% | -7.9% | -4.0% |
| 3M | +0.3% | +0.7% | -0.4% | -1.0% |
| 6M | +31.3% | +15.5% | +15.8% | +19.6% |
| YTD | +24.7% | +30.8% | -6.2% | +6.0% |
| 1Y | +47.9% | +34.3% | +13.6% | +23.4% |
| 3Y | +178.3% | +35.1% | +143.3% | +125.7% |
| 5Y | +144.9% | +126.8% | +18.1% | +42.6% |
| All | +808.5% | +123.0% | +685.5% | +406.2% |
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