-2.7%
MSI vs BN
-12.4%
+9.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -4.0% | -3.0% | -1.0% | -3.5% |
| 30D | -0.5% | -13.0% | +12.6% | +1.6% |
| 3M | +11.4% | -15.2% | +26.6% | +14.1% |
| 6M | +1.0% | -5.9% | +6.9% | +1.0% |
| YTD | +20.7% | -15.8% | +36.4% | +22.7% |
| 1Y | -2.7% | -12.2% | +9.5% | -2.1% |
| All | -2.7% | -12.4% | +9.7% | -2.1% |
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