-4.6%
BA vs MS
+178.0%
-182.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.2% | +1.4% | -0.2% | +0.5% |
| 30D | -11.6% | -0.3% | -11.4% | -11.6% |
| 3M | -2.4% | +0.3% | -2.7% | -2.8% |
| 6M | -6.6% | +31.3% | -38.0% | -17.9% |
| YTD | -2.2% | +24.7% | -26.9% | -12.7% |
| 1Y | -8.0% | +47.9% | -55.9% | -24.7% |
| All | -4.6% | +178.0% | -182.7% | -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