-8.3%
BA vs MS
+175.6%
-183.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +0.1% |
| 7D | +5.9% | +2.6% | +3.3% | +4.6% |
| 30D | -8.2% | +2.6% | -10.8% | -9.5% |
| 3M | -25.4% | -10.1% | -15.3% | -21.6% |
| 6M | -20.0% | +4.4% | -24.4% | -22.1% |
| YTD | -18.5% | +11.7% | -30.2% | -23.7% |
| 1Y | -10.6% | +20.9% | -31.6% | -19.9% |
| All | -8.3% | +175.6% | -183.9% | -43.2% |
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