-6.3%
MOS vs BWA
+94.2%
-100.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.0% | +4.3% | -6.2% | -4.3% |
| 30D | +15.3% | -13.0% | +28.3% | +23.6% |
| 3M | +1.5% | -24.8% | +26.3% | +17.0% |
| 6M | -2.0% | -23.5% | +21.5% | +10.8% |
| YTD | -6.5% | +13.8% | -20.4% | -18.5% |
| 1Y | -11.1% | +13.4% | -24.5% | -22.5% |
| 3Y | -30.3% | +62.8% | -93.0% | -53.5% |
| 5Y | -33.5% | +28.5% | -62.0% | -51.5% |
| All | -6.3% | +94.2% | -100.6% | -55.3% |
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