+14,185.6%
MO vs BWA
+2,606.8%
+11,578.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +3.3% | +4.3% | -1.0% | +2.7% |
| 30D | +7.5% | -13.0% | +20.5% | +9.6% |
| 3M | +22.8% | -24.8% | +47.6% | +27.4% |
| 6M | +13.4% | -23.5% | +36.9% | +16.7% |
| YTD | +43.0% | +13.8% | +29.1% | +37.5% |
| 1Y | +45.2% | +13.4% | +31.8% | +39.6% |
| 3Y | +145.5% | +62.8% | +82.8% | +119.6% |
| 5Y | +157.1% | +28.5% | +128.6% | +134.8% |
| 10Y | +153.3% | +95.4% | +58.0% | +109.5% |
| All | +14,185.6% | +2,606.8% | +11,578.9% | +7,541.1% |
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 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