+51.2%
MSFT vs BWA
+72.9%
-21.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -1.4% | +4.3% | -5.7% | -1.6% |
| 30D | -1.0% | -2.9% | +1.9% | -0.9% |
| 3M | +20.2% | -12.4% | +32.6% | +20.8% |
| 6M | +21.3% | +28.6% | -7.3% | +18.9% |
| YTD | +2.8% | +48.2% | -45.4% | -1.4% |
| 1Y | 0.0% | +50.9% | -51.0% | -4.4% |
| 3Y | +51.2% | +72.2% | -20.9% | +35.4% |
| All | +51.2% | +72.9% | -21.7% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling