+50.6%
MSFT vs BBWI
-26.6%
+77.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | +1.7% | -6.2% | +7.9% | +2.3% |
| 30D | +0.2% | +19.9% | -19.8% | -1.5% |
| 3M | +6.4% | +7.1% | -0.8% | +5.4% |
| 6M | +28.7% | +13.7% | +15.0% | +26.6% |
| YTD | +10.4% | +9.6% | +0.8% | +8.5% |
| 1Y | +7.6% | -1.6% | +9.3% | +6.4% |
| All | +50.6% | -26.6% | +77.2% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling