+23.3%
BA vs MCO
+453.0%
-429.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | -7.1% | +9.8% | -16.9% | -12.6% |
| 3M | -25.5% | +4.3% | -29.8% | -27.8% |
| 6M | -28.7% | +16.5% | -45.2% | -36.0% |
| YTD | -21.0% | +0.1% | -21.2% | -23.0% |
| 1Y | -11.9% | +4.4% | -16.3% | -16.7% |
| 3Y | -16.2% | +51.6% | -67.7% | -40.7% |
| 5Y | -22.4% | +36.7% | -59.1% | -42.4% |
| All | +23.3% | +453.0% | -429.7% | -59.8% |
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