+689.1%
BA vs MKSI
+1,824.5%
-1,135.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.3% |
| 7D | -0.6% | +25.3% | -25.8% | -5.7% |
| 30D | -8.0% | -10.5% | +2.5% | -6.5% |
| 3M | -25.8% | -27.7% | +1.9% | -21.2% |
| 6M | -27.6% | -28.8% | +1.2% | -24.3% |
| YTD | -21.0% | +39.0% | -60.0% | -30.1% |
| 1Y | -12.3% | +45.2% | -57.5% | -23.3% |
| 3Y | -12.8% | +218.8% | -231.6% | -39.8% |
| 5Y | -22.4% | +38.1% | -60.5% | -36.7% |
| 10Y | +24.6% | +360.8% | -336.2% | -21.5% |
| All | +689.1% | +1,824.5% | -1,135.4% | +325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling