-1.6%
MOS vs BWA
+95.2%
-96.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +2.0% |
| 7D | +24.8% | -2.4% | +27.2% | +25.8% |
| 30D | +22.7% | -17.7% | +40.4% | +35.5% |
| 3M | -1.2% | -27.0% | +25.8% | +15.8% |
| 6M | +5.5% | -17.3% | +22.9% | +13.9% |
| YTD | -2.0% | +12.9% | -14.8% | -14.1% |
| 1Y | -7.9% | +12.9% | -20.8% | -19.6% |
| 3Y | -25.0% | +62.1% | -87.1% | -49.9% |
| 5Y | -27.7% | +30.7% | -58.5% | -48.0% |
| 10Y | -1.6% | +89.2% | -90.7% | -51.1% |
| All | -1.6% | +95.2% | -96.8% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling