+578.8%
MS vs BWA
+101.5%
+477.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.3% | +0.6% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -0.9% | -16.1% | +15.1% | +7.4% |
| 3M | -13.0% | -24.6% | +11.6% | -1.2% |
| 6M | -2.0% | -15.7% | +13.7% | +4.6% |
| YTD | +7.8% | +15.1% | -7.3% | -4.3% |
| 1Y | +17.9% | +15.9% | +2.0% | +4.0% |
| 3Y | +174.8% | +67.1% | +107.7% | +94.1% |
| 5Y | +119.9% | +34.7% | +85.1% | +66.5% |
| 10Y | +578.8% | +99.5% | +479.3% | +298.6% |
| All | +578.8% | +101.5% | +477.4% | +298.6% |
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