-11.4%
MSCI vs BBY
+0.9%
-12.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.7% | -3.5% |
| 7D | -2.1% | +8.1% | -10.2% | -4.2% |
| 30D | -1.7% | +8.9% | -10.7% | -4.2% |
| 3M | -8.2% | +22.0% | -30.3% | -13.4% |
| 6M | -2.4% | +37.8% | -40.3% | -11.6% |
| YTD | -2.8% | +37.3% | -40.1% | -12.3% |
| 1Y | -2.7% | +21.6% | -24.2% | -9.3% |
| 3Y | +7.3% | +41.5% | -34.2% | -9.4% |
| 5Y | -11.4% | +1.2% | -12.7% | -21.3% |
| All | -11.4% | +0.9% | -12.4% | -21.3% |
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