+137.1%
MOD vs BWA
+51.7%
+85.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +3.6% |
| 7D | -25.5% | -5.5% | -20.1% | -21.7% |
| 30D | -49.0% | -21.7% | -27.3% | -37.7% |
| 3M | -49.8% | -25.6% | -24.2% | -36.4% |
| 6M | -64.8% | -17.4% | -47.3% | -58.4% |
| YTD | -27.6% | +9.2% | -36.8% | -33.6% |
| 1Y | -35.2% | +9.7% | -44.9% | -40.7% |
| 3Y | +137.1% | +54.6% | +82.5% | +56.4% |
| All | +137.1% | +51.7% | +85.4% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling