+4,280.0%
MSI vs BBWI
+1,142.2%
+3,137.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.3% |
| 7D | +4.7% | -6.2% | +10.9% | +6.0% |
| 30D | +14.8% | +19.9% | -5.2% | +9.7% |
| 3M | +8.8% | +7.1% | +1.7% | +6.0% |
| 6M | +19.3% | +13.7% | +5.6% | +13.3% |
| YTD | +35.3% | +9.6% | +25.7% | +27.8% |
| 1Y | +33.8% | -1.6% | +35.4% | +27.8% |
| 3Y | +74.4% | -25.9% | +100.3% | +66.8% |
| 5Y | +120.5% | -67.8% | +188.3% | +146.9% |
| 10Y | +685.2% | -43.5% | +728.7% | +522.6% |
| All | +4,280.0% | +1,142.2% | +3,137.8% | +967.0% |
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