+8.2%
MSCI vs BBY
-0.6%
+8.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.2% |
| 7D | +2.7% | +10.9% | -8.2% | -0.3% |
| 30D | +16.2% | +19.6% | -3.4% | +10.5% |
| 3M | +17.1% | +27.6% | -10.5% | +8.9% |
| 6M | +13.0% | +79.4% | -66.4% | -5.1% |
| YTD | +15.8% | +61.7% | -45.9% | -0.6% |
| 1Y | +15.5% | +40.3% | -24.8% | +3.4% |
| 3Y | +32.3% | +87.9% | -55.6% | +1.3% |
| 5Y | +8.2% | +0.2% | +8.0% | -6.8% |
| All | +8.2% | -0.6% | +8.8% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling