+537.0%
MS vs BP
+141.7%
+395.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.3% |
| 7D | +3.7% | +2.5% | +1.2% | +2.5% |
| 30D | +2.0% | -5.6% | +7.6% | +4.2% |
| 3M | -12.6% | +8.0% | -20.6% | -16.5% |
| 6M | -0.3% | +5.7% | -5.9% | -4.7% |
| YTD | +9.0% | +36.8% | -27.9% | -9.9% |
| 1Y | +13.9% | +30.7% | -16.9% | -3.9% |
| 3Y | +173.6% | +51.6% | +122.0% | +108.4% |
| 5Y | +122.0% | +112.2% | +9.8% | +34.5% |
| All | +537.0% | +141.7% | +395.2% | +250.7% |
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