+19.4%
MA vs BBWI
-1.7%
+21.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -0.3% | -6.2% | +5.8% | +0.1% |
| 30D | +11.3% | +25.5% | -14.2% | +10.2% |
| 3M | +16.7% | +8.0% | +8.7% | +16.0% |
| 6M | +32.8% | +12.7% | +20.1% | +32.0% |
| YTD | +15.6% | +11.6% | +4.0% | +15.1% |
| All | +19.4% | -1.7% | +21.1% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling