+35.4%
MSI vs BWA
+13.5%
+21.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.2% |
| 7D | +7.4% | -2.4% | +9.8% | +7.3% |
| 30D | +18.7% | -17.7% | +36.4% | +17.7% |
| 3M | +14.5% | -27.0% | +41.4% | +12.8% |
| 6M | +38.1% | -17.3% | +55.4% | +36.3% |
| YTD | +38.7% | +12.9% | +25.9% | +32.2% |
| 1Y | +35.4% | +12.9% | +22.5% | +29.2% |
| All | +35.4% | +13.5% | +21.9% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling