-6.6%
BA vs MKSI
+9.9%
-16.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.4% | +0.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.9% |
| 30D | -11.6% | -16.8% | +5.2% | -9.6% |
| 3M | -2.4% | -21.1% | +18.7% | -3.7% |
| 6M | -6.6% | +10.8% | -17.5% | -15.4% |
| All | -6.6% | +9.9% | -16.6% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling