+19.0%
MSCI vs BB
+88.0%
-69.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.0% | -1.6% | +5.4% |
| 7D | +11.5% | -6.8% | +18.3% | +11.3% |
| 30D | +22.1% | -3.5% | +25.6% | +21.8% |
| 3M | +18.4% | -1.2% | +19.7% | +18.1% |
| 6M | +16.6% | +57.0% | -40.3% | +13.0% |
| YTD | +18.8% | +131.1% | -112.3% | +12.5% |
| 1Y | +19.0% | +87.6% | -68.6% | +10.2% |
| All | +19.0% | +88.0% | -69.0% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling