+41.0%
MAS vs BWA
+26.5%
+14.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -3.0% |
| 7D | +2.0% | -5.5% | +7.4% | +4.1% |
| 30D | +19.4% | -21.7% | +41.1% | +30.8% |
| 3M | +9.4% | -25.6% | +35.0% | +21.8% |
| 6M | +15.3% | -17.4% | +32.8% | +21.3% |
| YTD | +31.3% | +9.2% | +22.1% | +19.5% |
| 1Y | +34.9% | +9.7% | +25.1% | +22.2% |
| 3Y | +58.6% | +54.6% | +4.0% | +19.6% |
| All | +41.0% | +26.5% | +14.5% | +8.1% |
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 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