+25.5%
BA vs MDY
+168.9%
-143.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.3% |
| 7D | -1.4% | +0.2% | -1.6% | -1.9% |
| 30D | -7.9% | +2.1% | -10.0% | -10.6% |
| 3M | -25.2% | -3.6% | -21.5% | -21.9% |
| 6M | -26.7% | +1.7% | -28.4% | -28.4% |
| YTD | -19.6% | +13.8% | -33.4% | -31.9% |
| 1Y | -10.6% | +15.5% | -26.1% | -25.9% |
| 3Y | -11.2% | +58.3% | -69.6% | -52.3% |
| 5Y | -20.4% | +37.4% | -57.9% | -48.2% |
| All | +25.5% | +168.9% | -143.3% | -59.6% |
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