+885.0%
MSFT vs BWA
+142.7%
+742.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -2.7% | -5.6% | +2.9% | -1.5% |
| 3M | +22.1% | -10.7% | +32.8% | +24.8% |
| 6M | +20.6% | +23.2% | -2.6% | +13.0% |
| YTD | +2.3% | +46.0% | -43.7% | -9.5% |
| 1Y | -0.5% | +51.2% | -51.7% | -13.2% |
| 3Y | +50.5% | +69.6% | -19.0% | +23.8% |
| 5Y | +72.3% | +86.6% | -14.2% | +34.1% |
| 10Y | +885.0% | +152.3% | +732.7% | +561.4% |
| All | +885.0% | +142.7% | +742.3% | +561.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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