-32.6%
MOD vs BWA
+17.4%
-49.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.5% | -18.9% | -19.6% |
| 7D | -31.3% | -9.9% | -21.4% | -25.7% |
| 30D | -46.1% | -16.4% | -29.8% | -38.4% |
| 3M | -51.1% | -19.8% | -31.3% | -42.7% |
| 6M | -62.1% | -10.0% | -52.1% | -57.3% |
| YTD | -26.2% | +12.7% | -38.9% | -31.6% |
| 1Y | -32.6% | +15.7% | -48.2% | -39.0% |
| All | -32.6% | +17.4% | -49.9% | -39.0% |
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 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