+791.6%
MOD vs BWA
+32.7%
+758.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -1.4% |
| 7D | -17.8% | -2.4% | -15.4% | -15.5% |
| 30D | -43.2% | -17.7% | -25.5% | -33.0% |
| 3M | -46.0% | -27.0% | -19.1% | -30.2% |
| 6M | -62.2% | -17.3% | -44.9% | -55.5% |
| YTD | -22.8% | +12.9% | -35.7% | -31.0% |
| 1Y | -35.5% | +12.9% | -48.4% | -42.3% |
| 3Y | +128.2% | +62.1% | +66.1% | +48.7% |
| 5Y | +791.6% | +30.7% | +760.9% | +552.4% |
| All | +791.6% | +32.7% | +758.9% | +552.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling