+1,116.2%
MSI vs BWA
+3,492.4%
-2,376.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.8% |
| 7D | -3.7% | +5.7% | -9.4% | -5.5% |
| 30D | +6.8% | +1.4% | +5.4% | +6.0% |
| 3M | +14.3% | -12.1% | +26.4% | +18.0% |
| 6M | -1.6% | +28.6% | -30.1% | -11.3% |
| YTD | +22.8% | +51.1% | -28.3% | +3.3% |
| 1Y | -1.1% | +55.9% | -57.0% | -18.0% |
| 3Y | +70.5% | +70.1% | +0.3% | +32.0% |
| 5Y | +102.8% | +90.7% | +12.1% | +46.2% |
| 10Y | +597.4% | +154.0% | +443.4% | +310.1% |
| All | +1,116.2% | +3,492.4% | -2,376.2% | +144.4% |
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 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