+73.5%
BA vs MS
+802.6%
-729.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.6% |
| 7D | +1.2% | +1.4% | -0.2% | +0.2% |
| 30D | -11.6% | -0.3% | -11.4% | -11.6% |
| 3M | -2.4% | +0.3% | -2.7% | -3.1% |
| 6M | -6.6% | +31.3% | -38.0% | -23.3% |
| YTD | -2.2% | +24.7% | -26.9% | -17.7% |
| 1Y | -8.0% | +47.9% | -55.9% | -32.0% |
| 3Y | -5.0% | +178.3% | -183.3% | -57.9% |
| 5Y | -2.7% | +144.9% | -147.6% | -53.7% |
| All | +73.5% | +802.6% | -729.1% | -66.3% |
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