+5,285.6%
MS vs BBWI
+783.6%
+4,502.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.2% | +0.3% | -3.6% |
| 7D | -3.4% | -3.1% | -0.3% | -2.2% |
| 30D | -3.9% | +23.1% | -27.1% | -11.6% |
| 3M | -15.9% | +7.3% | -23.2% | -19.6% |
| 6M | -2.5% | +22.6% | -25.1% | -13.0% |
| YTD | +5.1% | +13.3% | -8.2% | -5.5% |
| 1Y | +13.0% | -2.6% | +15.5% | +5.2% |
| 3Y | +160.7% | -25.9% | +186.6% | +148.6% |
| 5Y | +114.0% | -66.7% | +180.8% | +158.8% |
| 10Y | +637.5% | -41.6% | +679.0% | +418.1% |
| All | +5,285.6% | +783.6% | +4,502.0% | +885.5% |
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 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