-22.1%
BA vs MO
+147.3%
-169.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +1.1% | -2.4% | +3.5% | +1.3% |
| 30D | -7.9% | +9.7% | -17.6% | -8.7% |
| 3M | -25.3% | +14.1% | -39.5% | -26.2% |
| 6M | -24.6% | +11.9% | -36.4% | -25.7% |
| YTD | -20.1% | +38.4% | -58.5% | -24.2% |
| 1Y | -11.8% | +41.9% | -53.7% | -16.6% |
| 3Y | -10.1% | +134.5% | -144.6% | -26.6% |
| All | -22.1% | +147.3% | -169.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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