+76.6%
MSI vs BB
+145.9%
-69.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +2.5% |
| 7D | +8.3% | +15.0% | -6.6% | +8.1% |
| 30D | +18.9% | +3.5% | +15.4% | +18.7% |
| 3M | +13.2% | +2.7% | +10.5% | +13.1% |
| 6M | +38.3% | +44.7% | -6.5% | +36.6% |
| YTD | +38.9% | +143.3% | -104.4% | +35.1% |
| 1Y | +36.7% | +102.2% | -65.5% | +33.6% |
| 3Y | +76.6% | +156.1% | -79.6% | +67.3% |
| All | +76.6% | +145.9% | -69.3% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling