+1,064.5%
MOD vs BWA
+94.2%
+970.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.2% | +28.1% | +28.0% |
| 7D | +40.4% | +4.3% | +36.2% | +36.1% |
| 30D | -14.0% | -13.0% | -1.0% | -2.9% |
| 3M | -33.3% | -24.8% | -8.5% | -15.5% |
| 6M | -51.4% | -23.5% | -27.9% | -39.0% |
| YTD | +1.6% | +13.8% | -12.2% | -10.0% |
| 1Y | +5.4% | +13.4% | -8.1% | -6.3% |
| 3Y | +191.0% | +62.8% | +128.2% | +91.0% |
| 5Y | +1,093.1% | +28.5% | +1,064.7% | +822.6% |
| All | +1,064.5% | +94.2% | +970.2% | +572.5% |
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