+2,175.0%
MKSI vs BBWI
+288.1%
+1,886.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | +4.9% | -8.0% | +12.9% | +7.8% |
| 30D | -11.0% | -6.6% | -4.3% | -9.7% |
| 3M | -17.1% | -2.7% | -14.4% | -17.6% |
| 6M | +16.4% | -12.8% | +29.2% | +18.3% |
| YTD | +64.3% | -10.5% | +74.8% | +64.0% |
| 1Y | +137.7% | -35.3% | +173.1% | +160.7% |
| 3Y | +189.1% | -47.7% | +236.8% | +231.8% |
| 5Y | +83.1% | -68.9% | +152.0% | +140.9% |
| 10Y | +509.4% | -58.0% | +567.3% | +479.9% |
| All | +2,175.0% | +288.1% | +1,886.9% | +661.0% |
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