+31.1%
BA vs MS
+620.1%
-589.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.4% | +1.5% |
| 7D | -0.1% | -3.4% | +3.3% | +2.1% |
| 30D | -9.1% | -3.9% | -5.2% | -7.1% |
| 3M | -28.2% | -15.9% | -12.3% | -19.6% |
| 6M | -23.1% | -2.5% | -20.6% | -22.8% |
| YTD | -20.6% | +5.1% | -25.6% | -25.2% |
| 1Y | -12.7% | +13.0% | -25.7% | -22.2% |
| 3Y | -11.6% | +160.7% | -172.2% | -59.3% |
| 5Y | -23.1% | +114.0% | -137.2% | -60.2% |
| All | +31.1% | +620.1% | -589.0% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling