+35.4%
MSI vs BN
-7.9%
+43.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +7.4% | +4.3% | +3.1% | +6.7% |
| 30D | +18.7% | +14.3% | +4.4% | +16.3% |
| 3M | +14.5% | -4.1% | +18.5% | +15.0% |
| 6M | +38.1% | -9.7% | +47.8% | +39.9% |
| YTD | +38.7% | -7.1% | +45.9% | +39.0% |
| 1Y | +35.4% | -7.4% | +42.8% | +35.8% |
| All | +35.4% | -7.9% | +43.3% | +35.8% |
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 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