+133,470.8%
MSFT vs BBWI
+1,034.6%
+132,436.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -2.6% |
| 7D | -2.7% | +1.5% | -4.2% | -3.0% |
| 30D | +2.7% | -5.2% | +7.9% | +3.5% |
| 3M | +17.0% | +11.1% | +5.8% | +13.6% |
| 6M | +23.8% | -13.4% | +37.2% | +25.2% |
| YTD | +4.0% | +0.1% | +3.9% | +1.5% |
| 1Y | -0.8% | -36.1% | +35.3% | +5.0% |
| 3Y | +55.6% | -44.1% | +99.7% | +61.3% |
| 5Y | +72.9% | -66.2% | +139.1% | +92.3% |
| 10Y | +875.8% | -54.8% | +930.6% | +758.6% |
| All | +133,470.8% | +1,034.6% | +132,436.1% | +35,223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling