+975.4%
MAS vs BWA
+3,492.4%
-2,516.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.6% |
| 7D | -0.8% | +5.7% | -6.4% | -3.1% |
| 30D | -5.6% | +1.4% | -7.0% | -6.4% |
| 3M | +4.4% | -12.1% | +16.5% | +9.4% |
| 6M | +7.2% | +28.6% | -21.4% | -5.4% |
| YTD | +16.1% | +51.1% | -35.0% | -6.3% |
| 1Y | +0.1% | +55.9% | -55.8% | -20.5% |
| 3Y | +28.3% | +70.1% | -41.8% | -4.4% |
| 5Y | +30.5% | +90.7% | -60.2% | -9.9% |
| 10Y | +139.1% | +154.0% | -14.8% | +31.6% |
| All | +975.4% | +3,492.4% | -2,516.9% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling