+1,666.8%
BA vs MS
+5,447.1%
-3,780.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +0.8% |
| 7D | +5.9% | +2.6% | +3.3% | +5.1% |
| 30D | -8.2% | +2.6% | -10.8% | -9.0% |
| 3M | -25.4% | -10.1% | -15.3% | -23.0% |
| 6M | -20.0% | +4.4% | -24.4% | -21.2% |
| YTD | -18.5% | +11.7% | -30.2% | -21.6% |
| 1Y | -10.6% | +20.9% | -31.6% | -16.1% |
| 3Y | -9.3% | +177.1% | -186.4% | -34.0% |
| 5Y | -16.9% | +127.7% | -144.7% | -36.1% |
| 10Y | +37.9% | +684.1% | -646.2% | -22.2% |
| All | +1,666.8% | +5,447.1% | -3,780.3% | +429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling