+31.1%
BA vs MAS
+219.8%
-188.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -0.7% |
| 7D | -0.1% | +4.6% | -4.6% | -2.5% |
| 30D | -9.1% | +19.9% | -29.0% | -18.0% |
| 3M | -28.2% | +8.9% | -37.1% | -31.8% |
| 6M | -23.1% | +20.2% | -43.3% | -31.4% |
| YTD | -20.6% | +33.9% | -54.4% | -34.0% |
| 1Y | -12.7% | +34.7% | -47.4% | -28.0% |
| 3Y | -11.6% | +60.4% | -71.9% | -37.7% |
| 5Y | -23.1% | +43.5% | -66.6% | -43.6% |
| All | +31.1% | +219.8% | -188.8% | -41.6% |
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