+3,874.2%
MSI vs BN
+15,251.3%
-11,377.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.7% | -2.5% | -1.2% | -2.8% |
| 30D | +6.8% | -9.5% | +16.3% | +10.8% |
| 3M | +14.3% | -10.4% | +24.7% | +18.8% |
| 6M | -1.6% | -6.4% | +4.8% | +0.1% |
| YTD | +22.8% | -11.9% | +34.7% | +27.2% |
| 1Y | -1.1% | -8.6% | +7.5% | +0.6% |
| 3Y | +70.5% | +77.6% | -7.1% | +29.4% |
| 5Y | +102.8% | +37.0% | +65.8% | +66.0% |
| 10Y | +597.4% | +266.4% | +331.0% | +277.7% |
| All | +3,874.2% | +15,251.3% | -11,377.1% | +872.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling