+76.6%
MSI vs BWA
+65.3%
+11.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +2.5% |
| 7D | +8.3% | -0.6% | +8.9% | +8.3% |
| 30D | +18.9% | -16.1% | +34.9% | +19.3% |
| 3M | +13.2% | -24.6% | +37.8% | +13.9% |
| 6M | +38.3% | -15.7% | +54.0% | +38.1% |
| YTD | +38.9% | +15.1% | +23.8% | +34.5% |
| 1Y | +36.7% | +15.9% | +20.8% | +32.3% |
| 3Y | +76.6% | +67.1% | +9.5% | +64.5% |
| All | +76.6% | +65.3% | +11.2% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling