+966.8%
MOD vs BWA
+101.5%
+865.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.4% | +4.5% | +5.6% |
| 7D | -13.9% | -0.6% | -13.3% | -12.8% |
| 30D | -41.5% | -16.1% | -25.4% | -32.0% |
| 3M | -45.7% | -24.6% | -21.1% | -31.5% |
| 6M | -61.1% | -15.7% | -45.4% | -54.9% |
| YTD | -20.5% | +15.1% | -35.6% | -30.1% |
| 1Y | -32.1% | +15.9% | -48.0% | -40.6% |
| 3Y | +146.5% | +67.1% | +79.4% | +58.7% |
| 5Y | +812.7% | +34.7% | +778.0% | +579.6% |
| 10Y | +966.8% | +99.5% | +867.3% | +549.5% |
| All | +966.8% | +101.5% | +865.4% | +549.5% |
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