+1,294.3%
MSI vs BWA
+2,626.5%
-1,332.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | +7.7% | +1.7% | +6.0% | +6.9% |
| 30D | +19.9% | -14.6% | +34.5% | +25.7% |
| 3M | +14.9% | -26.2% | +41.2% | +25.8% |
| 6M | +37.2% | -18.4% | +55.7% | +43.6% |
| YTD | +40.8% | +14.7% | +26.1% | +28.7% |
| 1Y | +38.1% | +13.3% | +24.8% | +26.5% |
| 3Y | +77.7% | +64.7% | +13.0% | +38.1% |
| 5Y | +129.0% | +32.2% | +96.9% | +85.9% |
| 10Y | +671.3% | +96.8% | +574.5% | +390.9% |
| All | +1,294.3% | +2,626.5% | -1,332.2% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling