+73.5%
BA vs MAS
+137.9%
-64.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.1% |
| 7D | +1.2% | -0.8% | +1.9% | +1.6% |
| 30D | -11.6% | -5.6% | -6.1% | -8.9% |
| 3M | -2.4% | +4.4% | -6.8% | -5.4% |
| 6M | -6.6% | +7.2% | -13.8% | -11.2% |
| YTD | -2.2% | +16.1% | -18.4% | -11.7% |
| 1Y | -8.0% | +0.1% | -8.1% | -10.3% |
| 3Y | -5.0% | +28.3% | -33.3% | -23.5% |
| 5Y | -2.7% | +30.5% | -33.2% | -24.9% |
| All | +73.5% | +137.9% | -64.5% | -11.0% |
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