-10.6%
BA vs MAS
+61.2%
-71.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -1.3% |
| 7D | -0.1% | +4.6% | -4.6% | -1.7% |
| 30D | -9.1% | +19.9% | -29.0% | -15.1% |
| 3M | -28.2% | +8.9% | -37.1% | -30.5% |
| 6M | -23.1% | +20.2% | -43.3% | -28.5% |
| YTD | -20.6% | +33.9% | -54.4% | -29.3% |
| 1Y | -12.7% | +34.7% | -47.4% | -22.5% |
| All | -10.6% | +61.2% | -71.8% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling