+99.3%
MSI vs BN
+35.3%
+64.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.4% |
| 7D | -5.8% | -1.2% | -4.6% | -5.5% |
| 30D | -1.0% | -10.9% | +9.9% | +2.2% |
| 3M | +14.2% | -11.1% | +25.2% | +17.7% |
| 6M | +1.0% | -4.4% | +5.4% | +1.6% |
| YTD | +21.5% | -14.1% | +35.6% | +25.7% |
| 1Y | -2.1% | -11.1% | +8.9% | -0.1% |
| 3Y | +69.3% | +75.6% | -6.2% | +34.2% |
| 5Y | +99.3% | +35.8% | +63.5% | +69.7% |
| All | +99.3% | +35.3% | +64.0% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling