-18.4%
MOS vs BWA
+56.0%
-74.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.3% | +0.6% |
| 7D | +9.5% | +5.7% | +3.9% | +7.9% |
| 30D | +10.4% | +1.4% | +9.0% | +9.8% |
| 3M | +12.9% | -12.1% | +25.0% | +16.9% |
| 6M | +1.2% | +28.6% | -27.3% | -6.0% |
| YTD | +9.3% | +51.1% | -41.8% | -5.1% |
| All | -18.4% | +56.0% | -74.4% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling