-20.6%
BA vs MKSI
+40.7%
-61.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | 0.0% | +4.0% | -4.0% | -1.4% |
| 30D | -8.9% | -19.3% | +10.4% | -4.5% |
| 3M | -25.5% | -26.9% | +1.4% | -20.2% |
| 6M | -27.0% | -31.7% | +4.8% | -22.6% |
| YTD | -20.1% | +33.9% | -54.1% | -32.1% |
| 1Y | -11.0% | +34.9% | -45.9% | -24.8% |
| 3Y | -11.8% | +207.2% | -219.1% | -49.5% |
| 5Y | -20.6% | +41.1% | -61.8% | -39.2% |
| All | -20.6% | +40.7% | -61.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling