+2,715.8%
MSCI vs BN
+688.4%
+2,027.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.8% |
| 7D | +2.8% | +5.3% | -2.5% | -0.2% |
| 30D | +15.4% | +11.9% | +3.5% | +8.3% |
| 3M | +13.4% | -5.7% | +19.2% | +17.1% |
| 6M | +10.9% | -10.6% | +21.5% | +17.4% |
| YTD | +13.0% | -9.4% | +22.3% | +17.3% |
| 1Y | +12.0% | -8.8% | +20.8% | +15.5% |
| 3Y | +34.1% | +95.6% | -61.5% | -14.9% |
| 5Y | +3.9% | +30.2% | -26.3% | -17.3% |
| 10Y | +802.0% | +277.0% | +525.0% | +263.3% |
| All | +2,715.8% | +688.4% | +2,027.4% | +559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling