+618.6%
MSCI vs BN
+267.0%
+351.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +0.4% | -2.5% | +2.9% | +1.7% |
| 30D | +0.6% | -9.5% | +10.1% | +6.0% |
| 3M | -7.1% | -10.4% | +3.3% | -1.6% |
| 6M | +0.8% | -6.4% | +7.2% | +3.3% |
| YTD | +1.0% | -11.9% | +12.9% | +6.4% |
| 1Y | +4.3% | -8.6% | +12.9% | +7.1% |
| 3Y | +9.9% | +77.6% | -67.6% | -26.6% |
| 5Y | -6.8% | +37.0% | -43.8% | -28.2% |
| All | +618.6% | +267.0% | +351.6% | +205.9% |
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