+6,288.2%
MS vs BBWI
+680.8%
+5,607.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.8% |
| 7D | +1.4% | +1.5% | -0.1% | +0.8% |
| 30D | -0.3% | -5.2% | +4.9% | +1.0% |
| 3M | +0.3% | +11.1% | -10.8% | -5.5% |
| 6M | +31.3% | -13.4% | +44.7% | +33.3% |
| YTD | +24.7% | +0.1% | +24.6% | +18.8% |
| 1Y | +47.9% | -36.1% | +84.0% | +62.8% |
| 3Y | +178.3% | -44.1% | +222.4% | +198.9% |
| 5Y | +144.9% | -66.2% | +211.1% | +195.2% |
| 10Y | +804.5% | -54.8% | +859.3% | +617.7% |
| All | +6,288.2% | +680.8% | +5,607.4% | +1,138.3% |
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