-12.3%
BA vs MDY
+13.9%
-26.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.7% |
| 7D | -0.6% | +3.0% | -3.6% | -3.3% |
| 30D | -8.0% | +0.8% | -8.8% | -8.8% |
| 3M | -25.8% | -5.1% | -20.7% | -22.1% |
| 6M | -27.6% | +1.2% | -28.7% | -28.2% |
| YTD | -21.0% | +12.5% | -33.5% | -27.2% |
| 1Y | -12.3% | +13.8% | -26.0% | -19.7% |
| All | -12.3% | +13.9% | -26.2% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling