+68.5%
MA vs BBWI
-25.1%
+93.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | -0.5% | -4.5% | +4.0% | -0.1% |
| 30D | +7.9% | +17.1% | -9.2% | +6.4% |
| 3M | +16.8% | +17.5% | -0.7% | +14.8% |
| 6M | +31.0% | +12.8% | +18.2% | +29.0% |
| YTD | +15.0% | +8.2% | +6.9% | +13.1% |
| 1Y | +17.0% | -1.8% | +18.8% | +15.8% |
| All | +68.5% | -25.1% | +93.5% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling