+505.6%
MA vs BWA
+142.9%
+362.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | -1.8% | +4.3% | -6.0% | -3.0% |
| 30D | +1.4% | -2.9% | +4.3% | +2.1% |
| 3M | +17.7% | -12.4% | +30.2% | +21.8% |
| 6M | +9.7% | +28.6% | -18.9% | -1.4% |
| YTD | +0.5% | +48.2% | -47.7% | -15.6% |
| 1Y | -2.1% | +50.9% | -53.0% | -18.5% |
| 3Y | +40.1% | +72.2% | -32.1% | +7.5% |
| 5Y | +67.5% | +91.1% | -23.5% | +19.3% |
| 10Y | +505.6% | +144.0% | +361.6% | +256.0% |
| All | +505.6% | +142.9% | +362.7% | +256.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling