+61.7%
MAS vs BWA
+47.7%
+14.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.7% | +2.3% | -1.5% |
| 7D | +4.6% | -10.8% | +15.4% | +8.6% |
| 30D | +19.9% | -25.0% | +44.9% | +31.9% |
| 3M | +8.9% | -28.6% | +37.5% | +21.5% |
| 6M | +20.2% | -16.6% | +36.7% | +24.5% |
| YTD | +33.9% | +6.3% | +27.6% | +21.9% |
| 1Y | +34.7% | +7.2% | +27.5% | +21.9% |
| All | +61.7% | +47.7% | +14.0% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling