+75.8%
BA vs MCO
+393.6%
-317.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.1% | +1.7% |
| 7D | -0.8% | -3.8% | +2.9% | +1.6% |
| 30D | -9.0% | -0.4% | -8.6% | -9.0% |
| 3M | -5.0% | +7.7% | -12.8% | -10.1% |
| 6M | -1.7% | +7.0% | -8.7% | -6.9% |
| YTD | -3.1% | -6.4% | +3.3% | -1.2% |
| 1Y | -4.3% | -7.6% | +3.3% | -2.2% |
| 3Y | -0.3% | +43.2% | -43.5% | -27.0% |
| 5Y | +0.1% | +29.6% | -29.5% | -23.6% |
| All | +75.8% | +393.6% | -317.8% | -38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling