+663.4%
MSI vs BWA
+94.2%
+569.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +3.2% | +4.3% | -1.0% | +2.4% |
| 30D | +17.6% | -13.0% | +30.6% | +20.7% |
| 3M | +14.5% | -24.8% | +39.3% | +20.7% |
| 6M | +34.3% | -23.5% | +57.8% | +40.1% |
| YTD | +39.7% | +13.8% | +25.9% | +31.2% |
| 1Y | +40.2% | +13.4% | +26.7% | +31.6% |
| 3Y | +77.1% | +62.8% | +14.4% | +48.2% |
| 5Y | +124.0% | +28.5% | +95.6% | +94.1% |
| All | +663.4% | +94.2% | +569.2% | +441.4% |
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