+4,414.5%
MS vs BWA
+2,428.1%
+1,986.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.7% | -0.2% | -2.8% |
| 7D | -3.4% | -10.8% | +7.4% | +2.9% |
| 30D | -3.9% | -25.0% | +21.1% | +12.3% |
| 3M | -15.9% | -28.6% | +12.7% | +0.5% |
| 6M | -2.5% | -16.6% | +14.1% | +5.7% |
| YTD | +5.1% | +6.3% | -1.2% | -3.9% |
| 1Y | +13.0% | +7.2% | +5.8% | +2.5% |
| 3Y | +160.7% | +48.2% | +112.5% | +90.3% |
| 5Y | +114.0% | +23.4% | +90.6% | +65.5% |
| 10Y | +637.5% | +84.0% | +553.4% | +313.0% |
| All | +4,414.5% | +2,428.1% | +1,986.5% | +767.4% |
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