+429.7%
BA vs MAR
+3,122.8%
-2,693.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -1.7% |
| 7D | -0.1% | +4.4% | -4.5% | -2.2% |
| 30D | -9.1% | +15.5% | -24.6% | -15.4% |
| 3M | -28.2% | +15.7% | -43.9% | -33.3% |
| 6M | -23.1% | +18.2% | -41.3% | -29.8% |
| YTD | -20.6% | +35.3% | -55.9% | -32.7% |
| 1Y | -12.7% | +48.6% | -61.4% | -29.7% |
| 3Y | -11.6% | +124.3% | -135.9% | -43.2% |
| 5Y | -23.1% | +159.7% | -182.8% | -54.6% |
| 10Y | +34.4% | +555.2% | -520.8% | -48.0% |
| All | +429.7% | +3,122.8% | -2,693.0% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling