-25.6%
MOS vs BWA
+65.3%
-91.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.6% | +0.2% |
| 7D | +19.7% | -0.6% | +20.3% | +19.6% |
| 30D | +21.5% | -16.1% | +37.6% | +28.3% |
| 3M | -0.4% | -24.6% | +24.2% | +8.7% |
| 6M | +4.5% | -15.7% | +20.2% | +9.1% |
| YTD | -2.9% | +15.1% | -18.0% | -11.3% |
| 1Y | -7.7% | +15.9% | -23.6% | -16.0% |
| 3Y | -25.6% | +67.1% | -92.7% | -45.2% |
| All | -25.6% | +65.3% | -91.0% | -45.2% |
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