+40.4%
MAS vs BWA
+17.4%
+23.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.2% | +6.1% |
| 7D | +14.2% | -9.9% | +24.0% | +16.2% |
| 30D | +26.8% | -16.4% | +43.2% | +31.0% |
| 3M | +13.1% | -19.8% | +33.0% | +17.6% |
| 6M | +27.9% | -10.0% | +37.9% | +28.0% |
| YTD | +38.7% | +12.7% | +25.9% | +24.9% |
| 1Y | +40.4% | +15.7% | +24.7% | +24.5% |
| All | +40.4% | +17.4% | +23.0% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling