-0.3%
BA vs MKTX
-24.9%
+24.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | -10.1% | +1.0% | -11.1% | -10.1% |
| 3M | -2.4% | +41.3% | -43.7% | -1.9% |
| 6M | -8.8% | -11.3% | +2.5% | -10.5% |
| YTD | -2.9% | -8.6% | +5.6% | -4.5% |
| 1Y | -8.8% | -11.1% | +2.3% | -10.4% |
| 3Y | -0.3% | -24.5% | +24.2% | -4.4% |
| All | -0.3% | -24.9% | +24.6% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling