+20.2%
MAS vs BWA
-15.7%
+35.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.7% | +2.3% | -2.9% |
| 7D | +4.6% | -10.8% | +15.4% | +5.6% |
| 30D | +19.9% | -25.0% | +44.9% | +23.7% |
| 3M | +8.9% | -28.6% | +37.5% | +12.7% |
| 6M | +20.2% | -16.6% | +36.7% | +16.1% |
| All | +20.2% | -15.7% | +35.9% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling