+145.1%
MS vs BBWI
-66.0%
+211.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.3% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | -0.3% | -5.2% | +4.9% | +0.5% |
| 3M | +0.3% | +11.1% | -10.8% | -3.0% |
| 6M | +31.3% | -13.4% | +44.7% | +33.0% |
| YTD | +24.7% | +0.1% | +24.6% | +21.7% |
| 1Y | +47.9% | -36.1% | +84.0% | +58.6% |
| 3Y | +178.3% | -44.1% | +222.4% | +194.1% |
| All | +145.1% | -66.0% | +211.1% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling