+876.3%
BA vs MKSI
+2,161.7%
-1,285.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.4% | -0.1% |
| 7D | +1.2% | +1.8% | -0.6% | +0.7% |
| 30D | -11.6% | -16.8% | +5.2% | -8.1% |
| 3M | -2.4% | -21.1% | +18.7% | +1.0% |
| 6M | -6.6% | +10.8% | -17.5% | -11.3% |
| YTD | -2.2% | +63.3% | -65.6% | -15.6% |
| 1Y | -8.0% | +157.0% | -165.0% | -29.3% |
| 3Y | -5.0% | +163.7% | -168.7% | -30.7% |
| 5Y | -2.7% | +82.0% | -84.7% | -24.6% |
| 10Y | +75.9% | +467.2% | -391.3% | +7.3% |
| All | +876.3% | +2,161.7% | -1,285.4% | +413.2% |
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