-22.1%
BA vs MS
+111.6%
-133.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.8% |
| 7D | +1.1% | -1.6% | +2.6% | +1.8% |
| 30D | -7.9% | -3.8% | -4.1% | -6.3% |
| 3M | -25.3% | -14.6% | -10.7% | -18.9% |
| 6M | -24.6% | -5.1% | -19.5% | -23.1% |
| YTD | -20.1% | +4.5% | -24.7% | -23.4% |
| 1Y | -11.8% | +13.5% | -25.3% | -19.5% |
| 3Y | -10.1% | +160.4% | -170.5% | -51.9% |
| All | -22.1% | +111.6% | -133.7% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling