-0.9%
BA vs MAR
+165.1%
-166.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | -4.2% | +5.3% | +3.5% |
| 30D | -11.6% | -6.7% | -5.0% | -8.4% |
| 3M | -2.4% | -12.5% | +10.1% | +4.2% |
| 6M | -6.6% | +0.6% | -7.2% | -8.0% |
| YTD | -2.2% | +9.1% | -11.4% | -8.8% |
| 1Y | -8.0% | +26.2% | -34.2% | -21.8% |
| 3Y | -5.0% | +68.2% | -73.1% | -34.7% |
| All | -0.9% | +165.1% | -166.0% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling