+72.3%
BA vs MDY
+170.4%
-98.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | +0.1% |
| 7D | +2.5% | +1.0% | +1.4% | +1.2% |
| 30D | -10.1% | -3.1% | -7.0% | -6.5% |
| 3M | -2.4% | +1.8% | -4.2% | -4.5% |
| 6M | -8.8% | +10.8% | -19.6% | -19.6% |
| YTD | -2.9% | +14.4% | -17.4% | -18.1% |
| 1Y | -8.8% | +15.2% | -24.0% | -23.9% |
| 3Y | -0.3% | +51.2% | -51.4% | -42.9% |
| 5Y | -0.3% | +47.2% | -47.6% | -40.8% |
| 10Y | +72.3% | +171.1% | -98.8% | -47.4% |
| All | +72.3% | +170.4% | -98.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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