+26.8%
BA vs MAR
+541.3%
-514.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -1.4% | +1.0% | -2.4% | -2.1% |
| 30D | -7.9% | +16.2% | -24.1% | -16.7% |
| 3M | -25.2% | +23.1% | -48.2% | -35.0% |
| 6M | -26.7% | +22.0% | -48.7% | -36.7% |
| YTD | -19.6% | +39.2% | -58.8% | -37.3% |
| 1Y | -10.6% | +48.3% | -58.8% | -33.5% |
| 3Y | -11.2% | +123.4% | -134.6% | -52.5% |
| 5Y | -20.4% | +185.4% | -205.8% | -65.6% |
| 10Y | +26.8% | +539.2% | -512.4% | -63.6% |
| All | +26.8% | +541.3% | -514.5% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling