+553.1%
MA vs BBWI
-43.7%
+596.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | +2.3% | -6.2% | +8.5% | +3.4% |
| 30D | +14.7% | +19.9% | -5.3% | +11.3% |
| 3M | +13.5% | +7.1% | +6.3% | +11.6% |
| 6M | +33.1% | +13.7% | +19.5% | +28.9% |
| YTD | +15.1% | +9.6% | +5.5% | +10.9% |
| 1Y | +18.7% | -1.6% | +20.4% | +15.5% |
| 3Y | +72.1% | -25.9% | +98.0% | +69.1% |
| 5Y | +92.8% | -67.8% | +160.6% | +113.0% |
| All | +553.1% | -43.7% | +596.8% | +413.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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