+2,785.5%
MSCI vs BN
+707.6%
+2,077.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.4% |
| 7D | +2.7% | +4.3% | -1.6% | +0.2% |
| 30D | +16.2% | +14.3% | +1.9% | +7.7% |
| 3M | +17.1% | -4.1% | +21.2% | +19.6% |
| 6M | +13.0% | -9.7% | +22.7% | +18.9% |
| YTD | +15.8% | -7.1% | +22.9% | +18.5% |
| 1Y | +15.5% | -7.4% | +22.9% | +18.0% |
| 3Y | +32.3% | +102.3% | -70.0% | -17.6% |
| 5Y | +8.2% | +35.9% | -27.8% | -16.0% |
| 10Y | +800.7% | +289.2% | +511.5% | +256.2% |
| All | +2,785.5% | +707.6% | +2,077.8% | +566.0% |
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