-12.3%
BA vs MAR
+46.9%
-59.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.4% |
| 7D | -0.6% | +1.8% | -2.3% | -1.0% |
| 30D | -8.0% | +14.3% | -22.3% | -10.9% |
| 3M | -25.8% | +20.0% | -45.8% | -29.0% |
| 6M | -27.6% | +21.7% | -49.3% | -31.4% |
| YTD | -21.0% | +37.7% | -58.7% | -27.6% |
| 1Y | -12.3% | +46.8% | -59.1% | -20.9% |
| All | -12.3% | +46.9% | -59.2% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling