+48.6%
MAS vs BWA
+30.2%
+18.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.2% | +6.6% |
| 7D | +14.2% | -9.9% | +24.0% | +18.5% |
| 30D | +26.8% | -16.4% | +43.2% | +35.4% |
| 3M | +13.1% | -19.8% | +33.0% | +22.2% |
| 6M | +27.9% | -10.0% | +37.9% | +29.9% |
| YTD | +38.7% | +12.7% | +25.9% | +24.6% |
| 1Y | +40.4% | +15.7% | +24.7% | +24.5% |
| 3Y | +66.1% | +57.1% | +9.0% | +24.7% |
| All | +48.6% | +30.2% | +18.4% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling