+70.7%
MA vs BWA
+64.0%
+6.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +1.3% | +4.3% | -3.0% | +1.0% |
| 30D | +9.6% | -13.0% | +22.6% | +10.7% |
| 3M | +16.8% | -24.8% | +41.6% | +19.3% |
| 6M | +35.2% | -23.5% | +58.7% | +37.2% |
| YTD | +16.6% | +13.8% | +2.7% | +8.6% |
| 1Y | +19.8% | +13.4% | +6.3% | +11.6% |
| 3Y | +70.7% | +62.8% | +7.9% | +44.0% |
| All | +70.7% | +64.0% | +6.7% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling