+1,216.6%
BA vs MCO
+7,969.8%
-6,753.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +1.4% | -1.4% | -0.5% |
| 30D | -8.9% | +10.0% | -18.9% | -12.3% |
| 3M | -25.5% | +7.0% | -32.6% | -27.6% |
| 6M | -27.0% | +13.7% | -40.6% | -30.8% |
| YTD | -20.1% | +0.6% | -20.8% | -21.3% |
| 1Y | -11.0% | +6.2% | -17.2% | -14.2% |
| 3Y | -11.8% | +51.9% | -63.7% | -26.8% |
| 5Y | -20.6% | +37.5% | -58.1% | -32.2% |
| 10Y | +26.6% | +459.4% | -432.7% | -32.5% |
| All | +1,216.6% | +7,969.8% | -6,753.2% | +181.4% |
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 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