+3.8%
MSCI vs BN
+29.3%
-25.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | +2.8% | +5.3% | -2.5% | -0.1% |
| 30D | +15.4% | +11.9% | +3.5% | +8.6% |
| 3M | +13.4% | -5.7% | +19.2% | +16.9% |
| 6M | +10.9% | -10.6% | +21.5% | +17.1% |
| YTD | +13.0% | -9.4% | +22.3% | +17.1% |
| 1Y | +12.0% | -8.8% | +20.8% | +15.3% |
| 3Y | +34.1% | +95.6% | -61.5% | -19.4% |
| All | +3.8% | +29.3% | -25.5% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling