+4.9%
MSFT vs BWA
+12.3%
-7.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.3% | +4.3% | -5.5% | -1.1% |
| 30D | -1.8% | -13.0% | +11.2% | -2.7% |
| 3M | +5.6% | -24.8% | +30.5% | +3.5% |
| 6M | +29.8% | -23.5% | +53.3% | +27.7% |
| YTD | +9.0% | +13.8% | -4.8% | +12.3% |
| 1Y | +4.9% | +13.4% | -8.5% | +8.1% |
| All | +4.9% | +12.3% | -7.3% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling