+596.9%
MSI vs BBWI
-58.2%
+655.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +0.1% |
| 7D | -4.0% | -4.4% | +0.5% | -3.5% |
| 30D | -0.5% | -7.4% | +6.9% | +0.2% |
| 3M | +11.4% | -2.2% | +13.6% | +11.2% |
| 6M | +1.0% | -16.3% | +17.3% | +2.0% |
| YTD | +20.7% | -9.1% | +29.8% | +20.3% |
| 1Y | -2.7% | -34.5% | +31.8% | +0.3% |
| 3Y | +68.2% | -47.0% | +115.2% | +72.6% |
| 5Y | +100.0% | -68.8% | +168.8% | +115.5% |
| 10Y | +596.9% | -57.4% | +654.2% | +528.7% |
| All | +596.9% | -58.2% | +655.1% | +528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling