+112.4%
MS vs BBWI
-67.9%
+180.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.1% |
| 7D | -1.6% | -6.2% | +4.6% | -0.2% |
| 30D | -3.8% | +19.9% | -23.7% | -7.5% |
| 3M | -14.6% | +7.1% | -21.7% | -16.4% |
| 6M | -5.1% | +13.7% | -18.7% | -9.2% |
| YTD | +4.5% | +9.6% | -5.1% | -0.2% |
| 1Y | +13.5% | -1.6% | +15.2% | +9.9% |
| 3Y | +160.4% | -25.9% | +186.3% | +157.4% |
| All | +112.4% | -67.9% | +180.3% | +153.5% |
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 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