+5,254.9%
MS vs BWA
+3,492.4%
+1,762.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.3% |
| 7D | +1.4% | +5.7% | -4.3% | -1.7% |
| 30D | -0.3% | +1.4% | -1.7% | -1.3% |
| 3M | +0.3% | -12.1% | +12.4% | +6.8% |
| 6M | +31.3% | +28.6% | +2.8% | +12.1% |
| YTD | +24.7% | +51.1% | -26.4% | -5.6% |
| 1Y | +47.9% | +55.9% | -8.0% | +9.4% |
| 3Y | +178.3% | +70.1% | +108.2% | +88.0% |
| 5Y | +144.9% | +90.7% | +54.2% | +48.9% |
| 10Y | +804.5% | +154.0% | +650.6% | +325.6% |
| All | +5,254.9% | +3,492.4% | +1,762.5% | +752.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling