+553.7%
MS vs BWA
+95.2%
+458.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +1.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.9% |
| 30D | -0.7% | -17.7% | +17.0% | +8.6% |
| 3M | -12.4% | -27.0% | +14.6% | +1.0% |
| 6M | -1.7% | -17.3% | +15.6% | +5.8% |
| YTD | +8.0% | +12.9% | -4.8% | -3.2% |
| 1Y | +16.2% | +12.9% | +3.3% | +3.8% |
| 3Y | +171.3% | +62.1% | +109.2% | +94.6% |
| 5Y | +124.8% | +30.7% | +94.1% | +72.9% |
| 10Y | +553.7% | +89.2% | +464.5% | +295.3% |
| All | +553.7% | +95.2% | +458.4% | +295.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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