-10.6%
BA vs MSI
+28.6%
-39.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.9% |
| 7D | +5.9% | +2.8% | +3.1% | +5.5% |
| 30D | -8.2% | +9.1% | -17.3% | -9.3% |
| 3M | -25.4% | +12.5% | -37.9% | -26.6% |
| 6M | -20.0% | +14.2% | -34.2% | -21.6% |
| YTD | -18.5% | +30.7% | -49.2% | -23.4% |
| 1Y | -10.6% | +27.5% | -38.2% | -9.5% |
| All | -10.6% | +28.6% | -39.2% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling