+810.7%
MOD vs BWA
+94.6%
+716.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +16.1% | +7.3% | +8.8% | +10.1% |
| 30D | -38.5% | -15.8% | -22.7% | -28.6% |
| 3M | -46.8% | -25.7% | -21.1% | -32.0% |
| 6M | -61.6% | -19.6% | -42.0% | -53.7% |
| YTD | -20.5% | +14.1% | -34.6% | -29.7% |
| 1Y | -28.0% | +12.2% | -40.2% | -35.3% |
| 3Y | +134.9% | +63.8% | +71.1% | +53.5% |
| 5Y | +833.2% | +28.7% | +804.4% | +620.7% |
| All | +810.7% | +94.6% | +716.1% | +425.3% |
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