-0.3%
BA vs MCO
+31.5%
-31.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.5% |
| 7D | +2.5% | -2.7% | +5.2% | +3.7% |
| 30D | -10.1% | +0.9% | -11.1% | -10.7% |
| 3M | -2.4% | +8.7% | -11.1% | -6.7% |
| 6M | -8.8% | +2.4% | -11.2% | -10.4% |
| YTD | -2.9% | -5.2% | +2.2% | -1.8% |
| 1Y | -8.8% | -4.4% | -4.4% | -8.6% |
| 3Y | -0.3% | +45.1% | -45.4% | -21.2% |
| 5Y | -0.3% | +31.5% | -31.8% | -20.4% |
| All | -0.3% | +31.5% | -31.8% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling