+31.8%
BA vs MAR
+544.2%
-512.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | +1.1% | +4.3% | -3.2% | -1.7% |
| 30D | -7.9% | +16.8% | -24.7% | -17.0% |
| 3M | -25.3% | +16.0% | -41.3% | -32.6% |
| 6M | -24.6% | +16.5% | -41.0% | -32.8% |
| YTD | -20.1% | +35.0% | -55.2% | -36.4% |
| 1Y | -11.8% | +49.4% | -61.1% | -34.8% |
| 3Y | -10.1% | +124.1% | -134.2% | -52.0% |
| 5Y | -22.7% | +159.2% | -181.9% | -64.2% |
| All | +31.8% | +544.2% | -512.4% | -60.9% |
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