+125.9%
MS vs BWA
+32.2%
+93.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -1.7% | +1.7% | -3.4% | -2.4% |
| 30D | +0.9% | -14.6% | +15.5% | +7.0% |
| 3M | -10.8% | -26.2% | +15.4% | -0.2% |
| 6M | +0.9% | -18.4% | +19.3% | +7.9% |
| YTD | +9.8% | +14.7% | -4.9% | -0.6% |
| 1Y | +17.1% | +13.3% | +3.7% | +6.3% |
| 3Y | +175.7% | +64.7% | +111.0% | +104.1% |
| 5Y | +125.9% | +32.2% | +93.7% | +73.1% |
| All | +125.9% | +32.2% | +93.6% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling