+498.8%
MAR vs BWA
+94.2%
+404.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.6% | +4.3% | -2.7% | -0.5% |
| 30D | +13.8% | -13.0% | +26.8% | +21.1% |
| 3M | +20.3% | -24.8% | +45.1% | +36.2% |
| 6M | +21.3% | -23.5% | +44.8% | +34.5% |
| YTD | +37.2% | +13.8% | +23.4% | +20.9% |
| 1Y | +48.4% | +13.4% | +35.0% | +30.8% |
| 3Y | +120.1% | +62.8% | +57.4% | +53.6% |
| 5Y | +182.1% | +28.5% | +153.6% | +115.7% |
| All | +498.8% | +94.2% | +404.6% | +237.7% |
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 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