+3,168.2%
MAR vs BWA
+903.5%
+2,264.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.8% |
| 3M | +20.3% | -24.8% | +45.1% | +35.6% |
| 6M | +21.3% | -23.5% | +44.8% | +34.2% |
| YTD | +37.2% | +13.8% | +23.4% | +22.9% |
| 1Y | +48.4% | +13.4% | +35.0% | +33.1% |
| 3Y | +120.1% | +62.8% | +57.4% | +60.9% |
| 5Y | +182.1% | +28.5% | +153.6% | +124.5% |
| 10Y | +530.2% | +95.4% | +434.8% | +289.1% |
| All | +3,168.2% | +903.5% | +2,264.6% | +636.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling