+663.4%
MSI vs BBWI
-47.4%
+710.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +17.6% | +12.9% | +4.7% | +15.8% |
| 3M | +14.5% | +16.0% | -1.5% | +12.0% |
| 6M | +34.3% | +16.6% | +17.6% | +30.6% |
| YTD | +39.7% | +9.7% | +30.0% | +35.9% |
| 1Y | +40.2% | +1.5% | +38.7% | +36.8% |
| 3Y | +77.1% | -21.4% | +98.5% | +72.4% |
| 5Y | +124.0% | -67.6% | +191.6% | +140.6% |
| All | +663.4% | -47.4% | +710.8% | +566.4% |
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