-2.7%
MSI vs BBWI
-35.2%
+32.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.5% |
| 7D | -4.0% | -4.4% | +0.5% | -3.9% |
| 30D | -0.5% | -7.4% | +6.9% | -0.3% |
| 3M | +11.4% | -2.2% | +13.6% | +11.4% |
| 6M | +1.0% | -16.3% | +17.3% | +1.8% |
| YTD | +20.7% | -9.1% | +29.8% | +21.5% |
| 1Y | -2.7% | -34.5% | +31.8% | -2.9% |
| All | -2.7% | -35.2% | +32.5% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling