+222.1%
MAS vs BWA
+79.5%
+142.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.7% | +2.3% | -1.3% |
| 7D | +4.6% | -10.8% | +15.4% | +9.1% |
| 30D | +19.9% | -25.0% | +44.9% | +33.3% |
| 3M | +8.9% | -28.6% | +37.5% | +22.9% |
| 6M | +20.2% | -16.6% | +36.7% | +26.1% |
| YTD | +33.9% | +6.3% | +27.6% | +25.2% |
| 1Y | +34.7% | +7.2% | +27.5% | +25.4% |
| 3Y | +60.4% | +48.2% | +12.2% | +28.5% |
| 5Y | +43.5% | +23.4% | +20.0% | +20.0% |
| All | +222.1% | +79.5% | +142.5% | +124.1% |
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