-20.4%
BA vs MKTX
-54.4%
+33.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | -7.9% | +0.9% | -8.8% | -8.0% |
| 3M | -25.2% | +2.7% | -27.9% | -25.5% |
| 6M | -26.7% | +15.6% | -42.3% | -28.7% |
| YTD | -19.6% | -7.0% | -12.6% | -19.2% |
| 1Y | -10.6% | -1.2% | -9.4% | -11.1% |
| 3Y | -11.2% | -22.2% | +11.0% | -11.7% |
| 5Y | -20.4% | -53.7% | +33.3% | -10.2% |
| All | -20.4% | -54.4% | +33.9% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling