+1,082.7%
MOD vs BWA
+27.4%
+1,055.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.2% | +28.1% | +28.0% |
| 7D | +40.4% | +4.3% | +36.2% | +36.1% |
| 30D | -14.0% | -13.0% | -1.0% | -3.0% |
| 3M | -33.3% | -24.8% | -8.5% | -15.7% |
| 6M | -51.4% | -23.5% | -27.9% | -39.1% |
| YTD | +1.6% | +13.8% | -12.2% | -9.9% |
| 1Y | +5.4% | +13.4% | -8.1% | -6.3% |
| 3Y | +191.0% | +62.8% | +128.2% | +88.7% |
| All | +1,082.7% | +27.4% | +1,055.3% | +788.2% |
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