+36.1%
MAS vs BWA
+9.8%
+26.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.0% |
| 7D | +2.4% | -5.5% | +7.8% | +3.4% |
| 30D | +19.8% | -21.7% | +41.6% | +25.5% |
| 3M | +9.8% | -25.6% | +35.5% | +15.9% |
| 6M | +15.8% | -17.4% | +33.2% | +18.2% |
| YTD | +31.8% | +9.2% | +22.6% | +19.3% |
| All | +36.1% | +9.8% | +26.3% | +22.2% |
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