+50.6%
MSFT vs BN
+95.3%
-44.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.7% | +5.3% | -3.7% | -0.1% |
| 30D | +0.2% | +11.9% | -11.7% | -3.6% |
| 3M | +6.4% | -5.7% | +12.1% | +8.3% |
| 6M | +28.7% | -10.6% | +39.3% | +33.1% |
| YTD | +10.4% | -9.4% | +19.8% | +13.2% |
| 1Y | +7.6% | -8.8% | +16.4% | +9.9% |
| All | +50.6% | +95.3% | -44.7% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling