+1,202.3%
BA vs MCO
+7,930.1%
-6,727.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -7.1% | +9.8% | -16.9% | -10.5% |
| 3M | -25.5% | +4.3% | -29.8% | -26.9% |
| 6M | -28.7% | +16.5% | -45.2% | -33.1% |
| YTD | -21.0% | +0.1% | -21.2% | -22.0% |
| 1Y | -11.9% | +4.4% | -16.3% | -14.5% |
| 3Y | -16.2% | +51.6% | -67.7% | -30.3% |
| 5Y | -22.4% | +36.7% | -59.1% | -33.6% |
| 10Y | +24.5% | +455.7% | -431.1% | -33.4% |
| All | +1,202.3% | +7,930.1% | -6,727.8% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling