+71.4%
MSFT vs BWA
+88.6%
-17.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -1.4% | +4.3% | -5.7% | -2.1% |
| 30D | -1.0% | -2.9% | +1.9% | -0.6% |
| 3M | +20.2% | -12.4% | +32.6% | +22.6% |
| 6M | +21.3% | +28.6% | -7.3% | +14.3% |
| YTD | +2.8% | +48.2% | -45.4% | -7.4% |
| 1Y | 0.0% | +50.9% | -51.0% | -10.6% |
| 3Y | +51.2% | +72.2% | -20.9% | +27.6% |
| 5Y | +71.4% | +91.1% | -19.6% | +30.3% |
| All | +71.4% | +88.6% | -17.2% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling