+568.4%
MA vs BWA
+95.2%
+473.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | +1.8% | -2.4% | +4.2% | +2.4% |
| 30D | +11.8% | -17.7% | +29.5% | +18.2% |
| 3M | +17.2% | -27.0% | +44.2% | +27.9% |
| 6M | +33.4% | -17.3% | +50.7% | +38.0% |
| YTD | +16.1% | +12.9% | +3.3% | +5.4% |
| 1Y | +19.9% | +12.9% | +7.0% | +8.7% |
| 3Y | +70.1% | +62.1% | +8.0% | +30.4% |
| 5Y | +89.6% | +30.7% | +58.9% | +52.6% |
| 10Y | +568.4% | +89.2% | +479.3% | +325.6% |
| All | +568.4% | +95.2% | +473.2% | +325.6% |
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 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