+433.8%
MAR vs BWA
+156.8%
+277.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.0% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | -5.4% | -2.9% | -2.5% | -4.4% |
| 3M | -15.5% | -10.7% | -4.8% | -11.4% |
| 6M | +3.0% | +26.5% | -23.5% | -10.2% |
| YTD | +8.5% | +49.1% | -40.6% | -15.0% |
| 1Y | +26.0% | +52.1% | -26.1% | -2.7% |
| 3Y | +68.6% | +72.6% | -4.0% | +17.0% |
| 5Y | +157.4% | +89.4% | +68.0% | +63.3% |
| All | +433.8% | +156.8% | +277.1% | +179.3% |
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