+99.3%
MSI vs BB
-27.1%
+126.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | -5.8% | +0.5% | -6.3% | -5.8% |
| 30D | -1.0% | -12.4% | +11.4% | 0.0% |
| 3M | +14.2% | -15.3% | +29.4% | +14.9% |
| 6M | +1.0% | +128.8% | -127.7% | -8.0% |
| YTD | +21.5% | +107.7% | -86.2% | +11.5% |
| 1Y | -2.1% | +103.9% | -106.0% | -10.4% |
| 3Y | +69.3% | +72.6% | -3.3% | +53.6% |
| 5Y | +99.3% | -24.3% | +123.6% | +95.7% |
| All | +99.3% | -27.1% | +126.4% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling