+1,821.9%
BA vs MAS
+1,430.5%
+391.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.2% |
| 7D | +1.2% | -0.8% | +1.9% | +1.4% |
| 30D | -11.6% | -5.6% | -6.1% | -9.9% |
| 3M | -2.4% | +4.4% | -6.8% | -4.1% |
| 6M | -6.6% | +7.2% | -13.8% | -9.2% |
| YTD | -2.2% | +16.1% | -18.4% | -7.8% |
| 1Y | -8.0% | +0.1% | -8.1% | -9.1% |
| 3Y | -5.0% | +28.3% | -33.3% | -15.3% |
| 5Y | -2.7% | +30.5% | -33.2% | -14.7% |
| 10Y | +75.9% | +139.1% | -63.3% | +27.0% |
| All | +1,821.9% | +1,430.5% | +391.5% | +623.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling