+663.4%
MSI vs BN
+290.8%
+372.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +3.2% | -1.0% | +4.2% | +3.6% |
| 30D | +17.6% | +14.0% | +3.6% | +11.5% |
| 3M | +14.5% | -9.0% | +23.5% | +18.2% |
| 6M | +34.3% | -8.8% | +43.1% | +38.0% |
| YTD | +39.7% | -10.3% | +50.0% | +43.3% |
| 1Y | +40.2% | -5.8% | +46.0% | +40.8% |
| 3Y | +77.1% | +94.8% | -17.6% | +25.0% |
| 5Y | +124.0% | +31.5% | +92.6% | +84.3% |
| All | +663.4% | +290.8% | +372.6% | +279.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling