+37,072.9%
MSFT vs BWA
+2,496.1%
+34,576.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.7% |
| 7D | +1.7% | -5.5% | +7.1% | +3.1% |
| 30D | +0.2% | -21.7% | +21.9% | +6.8% |
| 3M | +6.4% | -25.6% | +32.0% | +14.6% |
| 6M | +28.7% | -17.4% | +46.1% | +33.5% |
| YTD | +10.4% | +9.2% | +1.2% | +4.1% |
| 1Y | +7.6% | +9.7% | -2.1% | +1.1% |
| 3Y | +52.3% | +54.6% | -2.3% | +26.6% |
| 5Y | +64.5% | +26.8% | +37.8% | +41.4% |
| 10Y | +917.8% | +89.0% | +828.8% | +627.4% |
| All | +37,072.9% | +2,496.1% | +34,576.7% | +13,237.9% |
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