+118.9%
MSI vs BBWI
-67.9%
+186.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.2% |
| 7D | +4.7% | -6.2% | +10.9% | +5.2% |
| 30D | +14.8% | +19.9% | -5.2% | +12.7% |
| 3M | +8.8% | +7.1% | +1.7% | +7.7% |
| 6M | +19.3% | +13.7% | +5.6% | +17.0% |
| YTD | +35.3% | +9.6% | +25.7% | +32.6% |
| 1Y | +33.8% | -1.6% | +35.4% | +31.9% |
| 3Y | +74.4% | -25.9% | +100.3% | +70.5% |
| All | +118.9% | -67.9% | +186.8% | +169.9% |
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