+23.4%
BA vs MAR
+531.5%
-508.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.0% |
| 7D | -0.6% | +1.8% | -2.3% | -1.7% |
| 30D | -8.0% | +14.3% | -22.3% | -15.9% |
| 3M | -25.8% | +20.0% | -45.8% | -34.5% |
| 6M | -27.6% | +21.7% | -49.3% | -37.3% |
| YTD | -21.0% | +37.7% | -58.7% | -37.9% |
| 1Y | -12.3% | +46.8% | -59.1% | -34.3% |
| 3Y | -12.8% | +121.0% | -133.8% | -53.0% |
| 5Y | -22.4% | +183.1% | -205.4% | -66.3% |
| All | +23.4% | +531.5% | -508.1% | -64.6% |
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