+554.8%
MA vs BWA
+101.5%
+453.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | +11.3% | -16.1% | +27.4% | +17.0% |
| 3M | +16.7% | -24.6% | +41.3% | +26.1% |
| 6M | +32.8% | -15.7% | +48.5% | +36.5% |
| YTD | +15.6% | +15.1% | +0.5% | +4.3% |
| 1Y | +19.6% | +15.9% | +3.7% | +7.5% |
| 3Y | +72.1% | +67.1% | +5.0% | +30.7% |
| 5Y | +96.0% | +34.7% | +61.3% | +56.4% |
| 10Y | +554.8% | +99.5% | +455.3% | +317.3% |
| All | +554.8% | +101.5% | +453.3% | +317.3% |
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