+663.4%
MSI vs BB
+21.8%
+641.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | +3.2% | +1.8% | +1.4% | +3.1% |
| 30D | +17.6% | +8.1% | +9.5% | +16.4% |
| 3M | +14.5% | -1.0% | +15.5% | +14.0% |
| 6M | +34.3% | +45.9% | -11.7% | +27.5% |
| YTD | +39.7% | +134.8% | -95.1% | +25.9% |
| 1Y | +40.2% | +104.6% | -64.4% | +27.9% |
| 3Y | +77.1% | +152.8% | -75.7% | +52.5% |
| 5Y | +124.0% | -17.4% | +141.5% | +112.1% |
| All | +663.4% | +21.8% | +641.6% | +463.9% |
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