+69.3%
MSI vs BBWI
-44.4%
+113.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.0% |
| 7D | -5.8% | +1.6% | -7.3% | -5.8% |
| 30D | -1.0% | -6.2% | +5.2% | -0.8% |
| 3M | +14.2% | +4.3% | +9.8% | +13.8% |
| 6M | +1.0% | -7.2% | +8.2% | +1.2% |
| YTD | +21.5% | -3.0% | +24.5% | +21.3% |
| 1Y | -2.1% | -30.8% | +28.6% | -0.9% |
| 3Y | +69.3% | -43.4% | +112.7% | +70.9% |
| All | +69.3% | -44.4% | +113.8% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling