+380.3%
MCO vs BWA
+156.8%
+223.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | -3.8% | -1.3% | -2.5% | -3.4% |
| 30D | -0.4% | -2.9% | +2.5% | +0.2% |
| 3M | +7.7% | -10.7% | +18.4% | +10.6% |
| 6M | +7.0% | +26.5% | -19.5% | -2.1% |
| YTD | -6.4% | +49.1% | -55.5% | -20.3% |
| 1Y | -7.6% | +52.1% | -59.7% | -22.1% |
| 3Y | +43.2% | +72.6% | -29.3% | +12.4% |
| 5Y | +29.6% | +89.4% | -59.8% | -4.3% |
| All | +380.3% | +156.8% | +223.5% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling