+71.1%
BA vs MKTX
+5.1%
+66.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | -12.2% | +0.8% | -13.0% | -12.3% |
| 3M | -2.0% | +41.1% | -43.1% | -9.6% |
| 6M | -6.0% | -9.5% | +3.6% | -4.7% |
| YTD | -5.7% | -8.7% | +3.0% | -4.8% |
| 1Y | -10.0% | -10.0% | 0.0% | -9.1% |
| 3Y | -3.1% | -24.6% | +21.5% | -2.1% |
| 5Y | -2.6% | -60.3% | +57.7% | +15.0% |
| All | +71.1% | +5.1% | +66.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling