-10.7%
BA vs MAR
+48.5%
-59.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.4% | +1.0% | -2.4% | -1.7% |
| 30D | -7.9% | +16.2% | -24.1% | -11.2% |
| 3M | -25.2% | +23.1% | -48.2% | -28.8% |
| 6M | -26.7% | +22.0% | -48.7% | -30.6% |
| YTD | -19.6% | +39.2% | -58.8% | -26.5% |
| All | -10.7% | +48.5% | -59.2% | -19.7% |
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 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