+141,733.1%
MSFT vs BBWI
+1,142.2%
+140,590.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.3% |
| 7D | +1.7% | -6.2% | +7.9% | +3.0% |
| 30D | +0.2% | +19.9% | -19.8% | -3.9% |
| 3M | +6.4% | +7.1% | -0.8% | +3.9% |
| 6M | +28.7% | +13.7% | +15.0% | +23.2% |
| YTD | +10.4% | +9.6% | +0.8% | +5.1% |
| 1Y | +7.6% | -1.6% | +9.3% | +3.6% |
| 3Y | +52.3% | -25.9% | +78.2% | +48.1% |
| 5Y | +64.5% | -67.8% | +132.3% | +84.5% |
| 10Y | +917.8% | -43.5% | +961.3% | +743.7% |
| All | +141,733.1% | +1,142.2% | +140,590.8% | +36,488.5% |
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