+922.9%
MSFT vs BBWI
-44.4%
+967.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +2.3% | -4.2% | +6.6% | +2.9% |
| 30D | -0.4% | +24.9% | -25.2% | -3.2% |
| 3M | +5.6% | +13.2% | -7.7% | +3.4% |
| 6M | +29.0% | +12.1% | +16.8% | +26.0% |
| YTD | +10.9% | +11.1% | -0.1% | +7.7% |
| 1Y | +6.2% | +0.7% | +5.5% | +3.8% |
| 3Y | +47.6% | -23.8% | +71.4% | +45.2% |
| 5Y | +67.9% | -66.9% | +134.9% | +79.5% |
| 10Y | +922.9% | -45.3% | +968.2% | +784.6% |
| All | +922.9% | -44.4% | +967.3% | +784.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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