+148.8%
MOS vs BWA
+3,492.4%
-3,343.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.3% | +0.1% |
| 7D | +9.5% | +5.7% | +3.9% | +6.8% |
| 30D | +10.4% | +1.4% | +9.0% | +9.4% |
| 3M | +12.9% | -12.1% | +25.0% | +18.8% |
| 6M | +1.2% | +28.6% | -27.3% | -11.1% |
| YTD | +9.3% | +51.1% | -41.8% | -12.3% |
| 1Y | -18.0% | +55.9% | -73.9% | -35.4% |
| 3Y | -29.0% | +70.1% | -99.2% | -48.3% |
| 5Y | -9.6% | +90.7% | -100.3% | -39.4% |
| 10Y | +6.1% | +154.0% | -147.9% | -37.6% |
| All | +148.8% | +3,492.4% | -3,343.5% | -41.8% |
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 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