+3,874.2%
MSI vs BBWI
+1,034.6%
+2,839.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.5% |
| 7D | -3.7% | +1.5% | -5.2% | -4.1% |
| 30D | +6.8% | -5.2% | +12.0% | +7.6% |
| 3M | +14.3% | +11.1% | +3.2% | +10.5% |
| 6M | -1.6% | -13.4% | +11.8% | -0.7% |
| YTD | +22.8% | +0.1% | +22.7% | +19.2% |
| 1Y | -1.1% | -36.1% | +35.0% | +4.8% |
| 3Y | +70.5% | -44.1% | +114.6% | +75.4% |
| 5Y | +102.8% | -66.2% | +169.0% | +124.6% |
| 10Y | +597.4% | -54.8% | +652.2% | +491.4% |
| All | +3,874.2% | +1,034.6% | +2,839.6% | +895.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling