-36.6%
MOH vs BWA
+70.7%
-107.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +2.0% |
| 7D | +1.7% | -1.3% | +3.0% | +1.7% |
| 30D | -0.9% | -2.9% | +2.1% | -0.9% |
| 3M | +5.7% | -10.7% | +16.4% | +5.7% |
| 6M | +39.1% | +26.5% | +12.7% | +39.3% |
| YTD | +17.7% | +49.1% | -31.4% | +15.9% |
| 1Y | +8.4% | +52.1% | -43.7% | +6.4% |
| 3Y | -36.6% | +72.6% | -109.1% | -38.0% |
| All | -36.6% | +70.7% | -107.3% | -38.0% |
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