+99.3%
MSI vs BBWI
-66.8%
+166.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.8% |
| 7D | -5.8% | +1.6% | -7.3% | -5.9% |
| 30D | -1.0% | -6.2% | +5.2% | -0.5% |
| 3M | +14.2% | +4.3% | +9.8% | +13.3% |
| 6M | +1.0% | -7.2% | +8.2% | +1.0% |
| YTD | +21.5% | -3.0% | +24.5% | +20.6% |
| 1Y | -2.1% | -30.8% | +28.6% | +0.2% |
| 3Y | +69.3% | -43.4% | +112.7% | +71.7% |
| 5Y | +99.3% | -66.7% | +166.0% | +129.9% |
| All | +99.3% | -66.8% | +166.1% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling