+0.1%
MSCI vs BIYA
-99.8%
+99.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.1% | +2.7% | -4.8% | -2.1% |
| 30D | -1.7% | -18.7% | +17.0% | -1.4% |
| 3M | -8.2% | -72.0% | +63.8% | -8.3% |
| 6M | -2.4% | -86.4% | +83.9% | -3.5% |
| YTD | -2.8% | -94.2% | +91.3% | -2.5% |
| 1Y | -2.7% | -98.4% | +95.8% | +0.4% |
| All | +0.1% | -99.8% | +99.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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