+2.8%
MOS vs BWA
+101.5%
-98.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.6% | -1.1% |
| 7D | +19.7% | -0.6% | +20.3% | +19.4% |
| 30D | +21.5% | -16.1% | +37.6% | +32.9% |
| 3M | -0.4% | -24.6% | +24.2% | +14.7% |
| 6M | +4.5% | -15.7% | +20.2% | +11.7% |
| YTD | -2.9% | +15.1% | -18.0% | -15.9% |
| 1Y | -7.7% | +15.9% | -23.6% | -20.5% |
| 3Y | -25.6% | +67.1% | -92.7% | -51.3% |
| 5Y | -31.2% | +34.7% | -65.9% | -51.4% |
| 10Y | +2.8% | +99.5% | -96.7% | -51.5% |
| All | +2.8% | +101.5% | -98.6% | -51.5% |
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