-32.8%
MOS vs BWA
+26.5%
-59.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.8% |
| 7D | +21.6% | -5.5% | +27.0% | +23.6% |
| 30D | +12.0% | -21.7% | +33.7% | +21.6% |
| 3M | -3.9% | -25.6% | +21.7% | +5.8% |
| 6M | -3.3% | -17.4% | +14.1% | +1.7% |
| YTD | -4.6% | +9.2% | -13.8% | -11.0% |
| 1Y | -7.0% | +9.7% | -16.7% | -13.5% |
| 3Y | -24.4% | +54.6% | -79.1% | -40.4% |
| All | -32.8% | +26.5% | -59.2% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling