+145,627.7%
MSFT vs BN
+16,294.4%
+129,333.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +1.5% |
| 7D | +7.5% | +3.6% | +3.9% | +6.3% |
| 30D | +1.9% | +15.9% | -14.0% | -3.2% |
| 3M | +9.2% | -2.3% | +11.6% | +9.9% |
| 6M | +31.9% | -8.4% | +40.3% | +35.3% |
| YTD | +13.4% | -5.9% | +19.3% | +14.9% |
| 1Y | +10.6% | -5.6% | +16.2% | +11.7% |
| 3Y | +54.7% | +104.2% | -49.5% | +18.1% |
| 5Y | +69.1% | +35.5% | +33.6% | +46.0% |
| 10Y | +920.4% | +285.2% | +635.2% | +523.3% |
| All | +145,627.7% | +16,294.4% | +129,333.3% | +47,401.3% |
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