+607.1%
MS vs BP
+131.5%
+475.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -1.6% | -11.6% | +10.1% | +3.9% |
| 30D | -3.8% | 0.0% | -3.8% | -4.4% |
| 3M | -14.6% | +6.7% | -21.3% | -18.1% |
| 6M | -5.1% | +2.2% | -7.2% | -7.9% |
| YTD | +4.5% | +33.0% | -28.5% | -12.5% |
| 1Y | +13.5% | +30.7% | -17.2% | -4.4% |
| 3Y | +160.4% | +44.2% | +116.2% | +103.2% |
| 5Y | +112.9% | +105.1% | +7.7% | +31.0% |
| All | +607.1% | +131.5% | +475.6% | +297.5% |
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