-0.3%
BA vs MKSI
+84.9%
-85.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.3% |
| 7D | +2.5% | +7.7% | -5.3% | +0.4% |
| 30D | -10.1% | -12.9% | +2.8% | -6.9% |
| 3M | -2.4% | -14.8% | +12.4% | -0.9% |
| 6M | -8.8% | +26.6% | -35.5% | -18.5% |
| YTD | -2.9% | +66.6% | -69.5% | -21.2% |
| 1Y | -8.8% | +144.6% | -153.3% | -35.5% |
| 3Y | -0.3% | +193.1% | -193.4% | -39.8% |
| 5Y | -0.3% | +88.6% | -88.9% | -27.8% |
| All | -0.3% | +84.9% | -85.2% | -27.8% |
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