+671.4%
MSI vs BWA
+95.2%
+576.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +7.4% | -2.4% | +9.8% | +7.8% |
| 30D | +18.7% | -17.7% | +36.4% | +23.2% |
| 3M | +14.5% | -27.0% | +41.4% | +21.4% |
| 6M | +38.1% | -17.3% | +55.4% | +41.6% |
| YTD | +38.7% | +12.9% | +25.9% | +30.5% |
| 1Y | +35.4% | +12.9% | +22.5% | +27.2% |
| 3Y | +75.1% | +62.1% | +13.0% | +46.6% |
| 5Y | +126.4% | +30.7% | +95.7% | +95.2% |
| 10Y | +671.4% | +89.2% | +582.2% | +454.1% |
| All | +671.4% | +95.2% | +576.2% | +454.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling