+611.5%
MSCI vs BBY
+242.2%
+369.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | -2.2% | +5.8% | -7.9% | -4.0% |
| 3M | -9.7% | +18.0% | -27.7% | -14.6% |
| 6M | +0.3% | +39.8% | -39.6% | -10.7% |
| YTD | -3.5% | +35.4% | -38.9% | -13.6% |
| 1Y | -1.4% | +21.4% | -22.8% | -9.1% |
| 3Y | +6.6% | +39.5% | -33.0% | -10.3% |
| 5Y | -10.9% | -0.5% | -10.4% | -18.7% |
| All | +611.5% | +242.2% | +369.3% | +363.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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