+28.1%
BA vs MAR
+540.7%
-512.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -9.5% | +14.0% | -23.5% | -17.0% |
| 3M | -26.5% | +18.1% | -44.6% | -34.4% |
| 6M | -27.4% | +18.6% | -46.0% | -36.0% |
| YTD | -20.6% | +35.3% | -55.9% | -36.9% |
| 1Y | -11.4% | +44.5% | -55.9% | -32.9% |
| 3Y | -10.8% | +120.7% | -131.5% | -51.9% |
| 5Y | -21.9% | +164.1% | -186.0% | -64.3% |
| 10Y | +28.1% | +515.5% | -487.3% | -61.7% |
| All | +28.1% | +540.7% | -512.6% | -61.7% |
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