+164.4%
BA vs MSCI
+3,261.3%
-3,096.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.3% | 0.0% |
| 7D | +5.9% | +11.5% | -5.6% | +1.5% |
| 30D | -8.2% | +22.1% | -30.2% | -15.1% |
| 3M | -25.4% | +18.4% | -43.8% | -30.2% |
| 6M | -20.0% | +16.6% | -36.7% | -25.2% |
| YTD | -18.5% | +18.8% | -37.3% | -24.9% |
| 1Y | -10.6% | +19.0% | -29.6% | -17.8% |
| 3Y | -9.3% | +40.7% | -50.0% | -23.7% |
| 5Y | -16.9% | +7.9% | -24.8% | -24.2% |
| 10Y | +37.9% | +848.9% | -811.0% | -43.5% |
| All | +164.4% | +3,261.3% | -3,096.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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