+5.6%
MSCI vs BN
+36.7%
-31.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +16.2% | +13.6% | +2.6% | +8.4% |
| 3M | +16.1% | -6.7% | +22.8% | +20.2% |
| 6M | +12.9% | -9.0% | +21.9% | +18.0% |
| YTD | +14.8% | -8.8% | +23.6% | +18.6% |
| 1Y | +13.8% | -10.6% | +24.4% | +18.5% |
| 3Y | +31.2% | +98.8% | -67.5% | -22.1% |
| 5Y | +5.6% | +33.6% | -28.1% | -15.7% |
| All | +5.6% | +36.7% | -31.1% | -15.7% |
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