+495.1%
BA vs MKTX
+1,446.2%
-951.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | -11.6% | +1.1% | -12.7% | -11.8% |
| 3M | -2.4% | +36.1% | -38.5% | -9.0% |
| 6M | -6.6% | -12.9% | +6.2% | -5.0% |
| YTD | -2.2% | -8.5% | +6.3% | -1.7% |
| 1Y | -8.0% | -7.5% | -0.5% | -7.9% |
| 3Y | -5.0% | -28.3% | +23.3% | -2.7% |
| 5Y | -2.7% | -63.3% | +60.6% | +13.1% |
| 10Y | +75.9% | +4.5% | +71.4% | +59.1% |
| All | +495.1% | +1,446.2% | -951.1% | +176.4% |
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 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