+124.3%
MOD vs BWA
+47.7%
+76.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.7% | -1.6% | -2.8% |
| 7D | -34.2% | -10.8% | -23.3% | -27.4% |
| 30D | -51.9% | -25.0% | -26.9% | -39.2% |
| 3M | -53.0% | -28.6% | -24.4% | -38.5% |
| 6M | -66.4% | -16.6% | -49.8% | -60.5% |
| YTD | -31.5% | +6.3% | -37.9% | -35.9% |
| 1Y | -39.6% | +7.2% | -46.7% | -43.7% |
| All | +124.3% | +47.7% | +76.6% | +51.0% |
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 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