+37.9%
BA vs MAS
+241.3%
-203.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | -0.9% |
| 7D | +5.9% | +14.2% | -8.3% | -1.6% |
| 30D | -8.2% | +26.8% | -35.0% | -19.6% |
| 3M | -25.4% | +13.1% | -38.5% | -30.6% |
| 6M | -20.0% | +27.9% | -47.9% | -31.1% |
| YTD | -18.5% | +38.7% | -57.1% | -33.6% |
| 1Y | -10.6% | +40.4% | -51.0% | -28.0% |
| 3Y | -9.3% | +66.1% | -75.4% | -37.3% |
| 5Y | -16.9% | +47.4% | -64.3% | -39.9% |
| 10Y | +37.9% | +238.3% | -200.5% | -40.2% |
| All | +37.9% | +241.3% | -203.5% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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