+514.9%
MKSI vs BBWI
-55.0%
+569.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | +0.2% |
| 7D | +2.7% | -4.8% | +7.5% | +4.0% |
| 30D | -12.8% | +3.5% | -16.3% | -14.3% |
| 3M | -22.5% | -0.3% | -22.2% | -23.5% |
| 6M | +19.4% | -5.4% | +24.8% | +18.4% |
| YTD | +67.7% | -4.7% | +72.4% | +64.8% |
| 1Y | +131.4% | -30.5% | +161.9% | +145.7% |
| 3Y | +197.3% | -44.3% | +241.7% | +229.6% |
| 5Y | +87.0% | -66.9% | +153.8% | +128.0% |
| All | +514.9% | -55.0% | +569.9% | +470.5% |
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 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