+885.0%
MSFT vs BBWI
-58.2%
+943.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.3% |
| 7D | -1.0% | -4.4% | +3.4% | -0.5% |
| 30D | -2.7% | -7.4% | +4.7% | -1.9% |
| 3M | +22.1% | -2.2% | +24.3% | +22.0% |
| 6M | +20.6% | -16.3% | +36.9% | +22.1% |
| YTD | +2.3% | -9.1% | +11.4% | +2.2% |
| 1Y | -0.5% | -34.5% | +34.0% | +2.9% |
| 3Y | +50.5% | -47.0% | +97.5% | +55.5% |
| 5Y | +72.3% | -68.8% | +141.2% | +86.2% |
| 10Y | +885.0% | -57.4% | +942.4% | +790.4% |
| All | +885.0% | -58.2% | +943.3% | +790.4% |
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