-35.2%
MOD vs BWA
+10.1%
-45.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +3.7% |
| 7D | -25.5% | -5.5% | -20.1% | -21.9% |
| 30D | -49.0% | -21.7% | -27.3% | -38.9% |
| 3M | -49.8% | -25.6% | -24.2% | -37.8% |
| 6M | -64.8% | -17.4% | -47.3% | -58.2% |
| YTD | -27.6% | +9.2% | -36.8% | -31.0% |
| 1Y | -35.2% | +9.7% | -44.9% | -39.1% |
| All | -35.2% | +10.1% | -45.3% | -39.1% |
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