-8.3%
BA vs MAS
+67.0%
-75.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +0.1% |
| 7D | +5.9% | +14.2% | -8.3% | +0.9% |
| 30D | -8.2% | +26.8% | -35.0% | -15.9% |
| 3M | -25.4% | +13.1% | -38.5% | -28.8% |
| 6M | -20.0% | +27.9% | -47.9% | -27.3% |
| YTD | -18.5% | +38.7% | -57.1% | -28.3% |
| 1Y | -10.6% | +40.4% | -51.0% | -21.9% |
| All | -8.3% | +67.0% | -75.2% | -17.3% |
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