+110.9%
MO vs BWA
+156.8%
-45.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.1% | -1.3% | +1.5% | +0.3% |
| 30D | +7.1% | -2.9% | +10.1% | +7.5% |
| 3M | -2.0% | -10.7% | +8.8% | -0.5% |
| 6M | +7.3% | +26.5% | -19.2% | +2.1% |
| YTD | +23.5% | +49.1% | -25.6% | +13.5% |
| 1Y | +11.0% | +52.1% | -41.1% | +1.4% |
| 3Y | +95.0% | +72.6% | +22.4% | +71.0% |
| 5Y | +100.6% | +89.4% | +11.2% | +68.4% |
| All | +110.9% | +156.8% | -45.9% | +66.8% |
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