+116.8%
MOS vs BWA
+2,428.1%
-2,311.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.7% | +9.0% | +5.9% |
| 7D | +22.5% | -10.8% | +33.3% | +28.5% |
| 30D | +6.6% | -25.0% | +31.6% | +21.0% |
| 3M | -3.8% | -28.6% | +24.8% | +10.9% |
| 6M | -2.2% | -16.6% | +14.4% | +3.9% |
| YTD | -4.8% | +6.3% | -11.1% | -11.1% |
| 1Y | -11.7% | +7.2% | -18.9% | -18.0% |
| 3Y | -26.5% | +48.2% | -74.7% | -43.1% |
| 5Y | -32.2% | +23.4% | -55.6% | -45.0% |
| 10Y | +10.2% | +84.0% | -73.8% | -25.4% |
| All | +116.8% | +2,428.1% | -2,311.3% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling