+596.9%
MSI vs BWA
+142.7%
+454.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -0.5% | -5.6% | +5.1% | +0.6% |
| 3M | +11.4% | -10.7% | +22.1% | +13.5% |
| 6M | +1.0% | +23.2% | -22.2% | -4.8% |
| YTD | +20.7% | +46.0% | -25.3% | +8.2% |
| 1Y | -2.7% | +51.2% | -53.9% | -13.6% |
| 3Y | +68.2% | +69.6% | -1.4% | +41.8% |
| 5Y | +100.0% | +86.6% | +13.4% | +59.9% |
| 10Y | +596.9% | +152.3% | +444.6% | +380.0% |
| All | +596.9% | +142.7% | +454.2% | +380.0% |
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