+37,251.6%
MSFT vs BWA
+2,583.4%
+34,668.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.7% |
| 7D | +2.3% | -2.4% | +4.8% | +2.9% |
| 30D | -0.4% | -17.7% | +17.3% | +4.8% |
| 3M | +5.6% | -27.0% | +32.5% | +14.3% |
| 6M | +29.0% | -17.3% | +46.3% | +33.9% |
| YTD | +10.9% | +12.9% | -1.9% | +3.7% |
| 1Y | +6.2% | +12.9% | -6.7% | -0.9% |
| 3Y | +47.6% | +62.1% | -14.5% | +21.1% |
| 5Y | +67.9% | +30.7% | +37.2% | +43.1% |
| 10Y | +922.9% | +89.2% | +833.7% | +631.6% |
| All | +37,251.6% | +2,583.4% | +34,668.2% | +13,183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling