+820.4%
MSCI vs BN
+281.2%
+539.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -1.9% | -2.4% | +0.5% | -0.6% |
| 30D | +16.5% | +13.5% | +2.9% | +8.7% |
| 3M | +18.2% | -5.9% | +24.1% | +21.9% |
| 6M | +14.0% | -8.9% | +22.9% | +19.1% |
| YTD | +16.6% | -7.9% | +24.5% | +19.8% |
| 1Y | +14.8% | -8.3% | +23.1% | +17.9% |
| 3Y | +33.3% | +100.8% | -67.5% | -16.9% |
| 5Y | +9.1% | +38.2% | -29.2% | -16.4% |
| 10Y | +820.4% | +302.3% | +518.0% | +283.3% |
| All | +820.4% | +281.2% | +539.1% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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