+779.7%
MSCI vs BN
+289.4%
+490.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -1.2% |
| 7D | +1.5% | +3.6% | -2.2% | -0.5% |
| 30D | +14.4% | +15.9% | -1.5% | +5.6% |
| 3M | +15.2% | -2.3% | +17.5% | +16.5% |
| 6M | +11.2% | -8.4% | +19.6% | +15.9% |
| YTD | +13.9% | -5.9% | +19.8% | +15.7% |
| 1Y | +12.5% | -5.6% | +18.1% | +13.7% |
| 3Y | +32.3% | +104.2% | -71.9% | -18.1% |
| 5Y | +4.9% | +35.5% | -30.6% | -18.7% |
| 10Y | +779.7% | +285.2% | +494.5% | +271.3% |
| All | +779.7% | +289.4% | +490.3% | +271.3% |
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