+894.4%
MSFT vs BN
+281.2%
+613.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | -6.2% | -2.4% | -3.8% | -5.2% |
| 30D | -3.7% | +13.5% | -17.2% | -9.3% |
| 3M | +3.6% | -5.9% | +9.6% | +6.3% |
| 6M | +26.8% | -8.9% | +35.7% | +31.6% |
| YTD | +8.4% | -7.9% | +16.3% | +11.2% |
| 1Y | +3.3% | -8.3% | +11.6% | +5.9% |
| 3Y | +44.3% | +100.8% | -56.5% | -2.6% |
| 5Y | +63.3% | +38.2% | +25.1% | +30.3% |
| 10Y | +894.4% | +302.3% | +592.0% | +339.2% |
| All | +894.4% | +281.2% | +613.1% | +339.2% |
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