+885.0%
MSFT vs BN
+257.9%
+627.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | -1.0% | -3.0% | +2.0% | +0.3% |
| 30D | -2.7% | -13.0% | +10.3% | +3.7% |
| 3M | +22.1% | -15.2% | +37.3% | +31.6% |
| 6M | +20.6% | -5.9% | +26.5% | +23.1% |
| YTD | +2.3% | -15.8% | +18.1% | +9.5% |
| 1Y | -0.5% | -12.2% | +11.6% | +3.9% |
| 3Y | +50.5% | +72.2% | -21.7% | +8.9% |
| 5Y | +72.3% | +33.2% | +39.1% | +39.5% |
| 10Y | +885.0% | +264.7% | +620.3% | +363.7% |
| All | +885.0% | +257.9% | +627.1% | +363.7% |
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 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