+114.0%
MS vs BP
+105.3%
+8.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.4% |
| 7D | -3.4% | -11.2% | +7.8% | -0.3% |
| 30D | -3.9% | -0.7% | -3.2% | -4.1% |
| 3M | -15.9% | +9.8% | -25.7% | -18.9% |
| 6M | -2.5% | -1.6% | -0.9% | -3.1% |
| YTD | +5.1% | +33.5% | -28.4% | -7.5% |
| 1Y | +13.0% | +31.7% | -18.8% | -0.3% |
| 3Y | +160.7% | +45.1% | +115.5% | +117.3% |
| 5Y | +114.0% | +105.9% | +8.1% | +44.6% |
| All | +114.0% | +105.3% | +8.7% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling