+27.5%
MSI vs BN
-3.9%
+31.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -4.8% | +0.4% |
| 7D | +2.8% | +12.0% | -9.2% | +1.1% |
| 30D | +9.1% | +17.0% | -7.9% | +6.6% |
| 3M | +12.5% | -3.2% | +15.7% | +13.0% |
| 6M | +14.2% | -3.9% | +18.1% | +14.5% |
| YTD | +30.7% | -5.6% | +36.3% | +30.8% |
| 1Y | +27.5% | -4.7% | +32.3% | +27.3% |
| All | +27.5% | -3.9% | +31.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling