+14.8%
MSCI vs BB
+103.9%
-89.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.7% |
| 7D | -1.9% | +7.3% | -9.2% | -1.9% |
| 30D | +16.5% | +11.2% | +5.2% | +16.3% |
| 3M | +18.2% | +4.7% | +13.5% | +17.9% |
| 6M | +14.0% | +51.1% | -37.2% | +10.6% |
| YTD | +16.6% | +148.0% | -131.4% | +9.4% |
| 1Y | +14.8% | +106.1% | -91.3% | +6.4% |
| All | +14.8% | +103.9% | -89.1% | +6.4% |
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