+154.1%
MAR vs BWA
+89.5%
+64.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -4.7% | -5.6% | +0.9% | -2.8% |
| 3M | -15.6% | -10.7% | -4.9% | -12.3% |
| 6M | +1.2% | +23.2% | -22.0% | -8.5% |
| YTD | +7.5% | +46.0% | -38.5% | -11.5% |
| 1Y | +26.6% | +51.2% | -24.5% | +2.3% |
| 3Y | +66.0% | +69.6% | -3.6% | +23.5% |
| 5Y | +154.1% | +86.6% | +67.5% | +69.7% |
| All | +154.1% | +89.5% | +64.6% | +69.7% |
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