-11.0%
BA vs MP
-40.8%
+29.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.0% |
| 7D | 0.0% | -3.6% | +3.7% | +0.4% |
| 30D | -8.9% | -21.0% | +12.1% | -6.3% |
| 3M | -25.5% | -33.3% | +7.8% | -21.7% |
| 6M | -27.0% | -45.9% | +19.0% | -22.0% |
| YTD | -20.1% | -27.8% | +7.7% | -21.1% |
| 1Y | -11.0% | -43.2% | +32.2% | -8.5% |
| All | -11.0% | -40.8% | +29.8% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling