+5.6%
MSCI vs BB
-17.6%
+23.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +1.7% |
| 7D | +3.0% | +1.8% | +1.2% | +2.7% |
| 30D | +17.8% | +8.1% | +9.7% | +16.0% |
| 3M | +15.2% | -1.0% | +16.2% | +14.3% |
| 6M | +16.5% | +45.9% | -29.4% | +5.9% |
| YTD | +16.4% | +134.8% | -118.5% | -3.6% |
| 1Y | +16.8% | +104.6% | -87.8% | -1.1% |
| 3Y | +35.8% | +152.8% | -117.1% | +2.4% |
| All | +5.6% | -17.6% | +23.2% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling