+618.6%
MSCI vs BB
-0.1%
+618.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.4% | -5.6% | +6.0% | +1.1% |
| 30D | +0.6% | -11.8% | +12.4% | +2.0% |
| 3M | -7.1% | -25.5% | +18.5% | -4.7% |
| 6M | +0.8% | +121.3% | -120.4% | -11.9% |
| YTD | +1.0% | +103.2% | -102.2% | -10.7% |
| 1Y | +4.3% | +102.6% | -98.3% | -8.4% |
| 3Y | +9.9% | +37.5% | -27.6% | -2.5% |
| 5Y | -6.8% | -30.4% | +23.7% | -12.4% |
| All | +618.6% | -0.1% | +618.7% | +412.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling