+578.8%
MS vs BP
+132.1%
+446.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +0.7% | -6.9% | +7.6% | +3.9% |
| 30D | -0.9% | -3.6% | +2.7% | +0.2% |
| 3M | -13.0% | +8.4% | -21.4% | -17.1% |
| 6M | -2.0% | +5.3% | -7.3% | -6.3% |
| YTD | +7.8% | +33.2% | -25.4% | -9.8% |
| 1Y | +17.9% | +28.2% | -10.3% | +0.3% |
| 3Y | +174.8% | +49.2% | +125.5% | +110.7% |
| 5Y | +119.9% | +102.9% | +17.0% | +36.3% |
| 10Y | +578.8% | +127.7% | +451.2% | +288.5% |
| All | +578.8% | +132.1% | +446.7% | +288.5% |
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