+724.9%
MSI vs BB
+258.8%
+466.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | -5.6% | +1.9% | -2.8% |
| 30D | +6.8% | -11.8% | +18.6% | +8.9% |
| 3M | +14.3% | -25.5% | +39.8% | +18.3% |
| 6M | -1.6% | +121.3% | -122.8% | -16.7% |
| YTD | +22.8% | +103.2% | -80.4% | +5.3% |
| 1Y | -1.1% | +102.6% | -103.7% | -15.8% |
| 3Y | +70.5% | +37.5% | +33.0% | +45.4% |
| 5Y | +102.8% | -30.4% | +133.2% | +87.6% |
| 10Y | +597.4% | 0.0% | +597.4% | +390.2% |
| All | +724.9% | +258.8% | +466.1% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling