-10.6%
BA vs MS
+159.2%
-169.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.4% | +0.3% |
| 7D | -0.1% | -3.4% | +3.3% | +1.5% |
| 30D | -9.1% | -3.9% | -5.2% | -7.6% |
| 3M | -28.2% | -15.9% | -12.3% | -22.1% |
| 6M | -23.1% | -2.5% | -20.6% | -22.7% |
| YTD | -20.6% | +5.1% | -25.6% | -23.5% |
| 1Y | -12.7% | +13.0% | -25.7% | -19.2% |
| All | -10.6% | +159.2% | -169.8% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling