+4,389.5%
MSI vs BBWI
+1,159.1%
+3,230.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +7.4% | -4.2% | +11.7% | +8.3% |
| 30D | +18.7% | +24.9% | -6.1% | +12.5% |
| 3M | +14.5% | +13.2% | +1.2% | +10.1% |
| 6M | +38.1% | +12.1% | +26.0% | +31.7% |
| YTD | +38.7% | +11.1% | +27.6% | +30.6% |
| 1Y | +35.4% | +0.7% | +34.7% | +28.7% |
| 3Y | +75.1% | -23.8% | +98.8% | +66.4% |
| 5Y | +126.4% | -66.9% | +193.3% | +151.8% |
| 10Y | +671.4% | -45.3% | +716.7% | +519.2% |
| All | +4,389.5% | +1,159.1% | +3,230.4% | +990.5% |
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