+381.0%
BA vs MKTX
+1,470.5%
-1,089.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -8.0% | +0.9% | -8.9% | -8.2% |
| 3M | -25.8% | +2.5% | -28.3% | -26.2% |
| 6M | -27.6% | +18.6% | -46.2% | -30.6% |
| YTD | -21.0% | -7.1% | -13.9% | -20.8% |
| 1Y | -12.3% | -0.3% | -11.9% | -13.4% |
| 3Y | -12.8% | -22.3% | +9.5% | -11.9% |
| 5Y | -22.4% | -54.5% | +32.2% | -13.6% |
| 10Y | +24.6% | +12.9% | +11.7% | +11.0% |
| All | +381.0% | +1,470.5% | -1,089.5% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling