-8.0%
BA vs MCO
+0.4%
-8.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.2% |
| 7D | +1.2% | -4.2% | +5.3% | +2.0% |
| 30D | -11.6% | +2.2% | -13.8% | -12.0% |
| 3M | -2.4% | +10.1% | -12.5% | -4.1% |
| 6M | -6.6% | +5.3% | -11.9% | -8.4% |
| YTD | -2.2% | -2.7% | +0.5% | -3.8% |
| 1Y | -8.0% | -0.4% | -7.6% | -10.3% |
| All | -8.0% | +0.4% | -8.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling