+553.7%
MS vs BBWI
-44.4%
+598.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | +0.8% | -4.2% | +5.0% | +1.9% |
| 30D | -0.7% | +24.9% | -25.5% | -5.9% |
| 3M | -12.4% | +13.2% | -25.6% | -15.7% |
| 6M | -1.7% | +12.1% | -13.8% | -6.2% |
| YTD | +8.0% | +11.1% | -3.0% | +2.1% |
| 1Y | +16.2% | +0.7% | +15.5% | +11.1% |
| 3Y | +171.3% | -23.8% | +195.0% | +165.5% |
| 5Y | +124.8% | -66.9% | +191.7% | +159.3% |
| 10Y | +553.7% | -45.3% | +599.0% | +415.4% |
| All | +553.7% | -44.4% | +598.1% | +415.4% |
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 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