+1,604.6%
MOD vs BWA
+151.8%
+1,452.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +2.1% |
| 7D | +9.6% | +5.7% | +3.9% | +4.9% |
| 30D | 0.0% | +1.4% | -1.4% | -1.0% |
| 3M | -35.4% | -12.1% | -23.3% | -28.3% |
| 6M | -7.3% | +28.6% | -35.8% | -22.8% |
| YTD | +45.8% | +51.1% | -5.3% | +2.4% |
| 1Y | +43.1% | +55.9% | -12.7% | -2.3% |
| 3Y | +297.7% | +70.1% | +227.5% | +148.4% |
| 5Y | +1,478.8% | +90.7% | +1,388.1% | +785.7% |
| All | +1,604.6% | +151.8% | +1,452.8% | +643.0% |
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 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