+542.0%
MS vs BWA
+94.2%
+447.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.1% | +4.3% | +0.8% | +3.0% |
| 30D | +5.7% | -13.0% | +18.7% | +12.6% |
| 3M | -12.2% | -24.8% | +12.7% | -0.1% |
| 6M | -0.5% | -23.5% | +23.0% | +11.4% |
| YTD | +9.8% | +13.8% | -4.0% | -2.0% |
| 1Y | +17.7% | +13.4% | +4.3% | +4.9% |
| 3Y | +176.8% | +62.8% | +114.1% | +98.1% |
| 5Y | +123.7% | +28.5% | +95.2% | +73.9% |
| All | +542.0% | +94.2% | +447.7% | +274.3% |
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