+915.1%
MSFT vs BWA
+94.2%
+820.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.3% | +4.3% | -5.5% | -2.2% |
| 30D | -1.8% | -13.0% | +11.2% | +1.2% |
| 3M | +5.6% | -24.8% | +30.5% | +12.3% |
| 6M | +29.8% | -23.5% | +53.3% | +36.5% |
| YTD | +9.0% | +13.8% | -4.8% | +1.8% |
| 1Y | +4.9% | +13.4% | -8.5% | -2.1% |
| 3Y | +46.2% | +62.8% | -16.5% | +19.8% |
| 5Y | +62.1% | +28.5% | +33.6% | +38.2% |
| All | +915.1% | +94.2% | +820.9% | +627.1% |
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