+22.5%
MA vs BWA
+17.4%
+5.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.5% | +3.7% |
| 7D | +10.2% | -9.9% | +20.1% | +9.4% |
| 30D | +19.3% | -16.4% | +35.7% | +17.9% |
| 3M | +18.0% | -19.8% | +37.8% | +16.2% |
| 6M | +33.7% | -10.0% | +43.7% | +30.2% |
| YTD | +18.6% | +12.7% | +5.8% | +9.0% |
| 1Y | +22.5% | +15.7% | +6.8% | +11.4% |
| All | +22.5% | +17.4% | +5.1% | +11.4% |
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 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