+810.2%
MS vs BBWI
-54.1%
+864.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.4% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | -0.3% | -5.2% | +4.9% | +0.6% |
| 3M | +0.3% | +11.1% | -10.8% | -3.3% |
| 6M | +31.3% | -13.4% | +44.7% | +33.0% |
| YTD | +24.7% | +0.1% | +24.6% | +21.4% |
| 1Y | +47.9% | -36.1% | +84.0% | +58.3% |
| 3Y | +178.3% | -44.1% | +222.4% | +195.2% |
| 5Y | +144.9% | -66.2% | +211.1% | +181.8% |
| All | +810.2% | -54.1% | +864.4% | +668.5% |
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