+45.3%
MO vs BWA
+17.4%
+28.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.2% |
| 7D | +6.9% | -9.9% | +16.8% | +6.0% |
| 30D | +14.9% | -16.4% | +31.3% | +13.4% |
| 3M | +16.4% | -19.8% | +36.3% | +14.5% |
| 6M | +9.6% | -10.0% | +19.5% | +6.5% |
| YTD | +41.8% | +12.7% | +29.1% | +37.2% |
| 1Y | +45.3% | +15.7% | +29.7% | +40.2% |
| All | +45.3% | +17.4% | +28.0% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling