+73.1%
MA vs BWA
+91.4%
-18.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.7% |
| 7D | -2.7% | +5.7% | -8.4% | -3.9% |
| 30D | +1.5% | +1.4% | +0.1% | +1.0% |
| 3M | +20.4% | -12.1% | +32.5% | +23.3% |
| 6M | +11.1% | +28.6% | -17.4% | +2.3% |
| YTD | +2.0% | +51.1% | -49.1% | -11.9% |
| 1Y | -2.2% | +55.9% | -58.0% | -16.5% |
| 3Y | +41.9% | +70.1% | -28.2% | +15.2% |
| All | +73.1% | +91.4% | -18.3% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling