+15,689.5%
MA vs BBWI
+162.9%
+15,526.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | 0.0% |
| 7D | -0.3% | -6.2% | +5.8% | +1.2% |
| 30D | +11.3% | +25.5% | -14.2% | +5.2% |
| 3M | +16.7% | +8.0% | +8.7% | +13.5% |
| 6M | +32.8% | +12.7% | +20.1% | +26.6% |
| YTD | +15.6% | +11.6% | +4.0% | +8.6% |
| 1Y | +19.6% | -0.9% | +20.5% | +14.1% |
| 3Y | +72.1% | -22.7% | +94.8% | +64.3% |
| 5Y | +96.0% | -67.2% | +163.2% | +124.4% |
| 10Y | +554.8% | -43.7% | +598.5% | +426.8% |
| All | +15,689.5% | +162.9% | +15,526.6% | +5,254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling