+591.6%
MSI vs BB
+2.6%
+589.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -4.0% | +1.8% | -5.8% | -4.1% |
| 30D | -0.5% | -12.2% | +11.8% | +0.6% |
| 3M | +11.4% | -12.3% | +23.7% | +11.9% |
| 6M | +1.0% | +122.7% | -121.7% | -8.2% |
| YTD | +20.7% | +104.5% | -83.8% | +10.6% |
| 1Y | -2.7% | +106.7% | -109.4% | -11.3% |
| 3Y | +68.2% | +70.0% | -1.8% | +51.2% |
| 5Y | +100.0% | -27.8% | +127.7% | +91.9% |
| All | +591.6% | +2.6% | +589.0% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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