+28.1%
BA vs MSI
+689.5%
-661.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -2.2% |
| 7D | -1.7% | +8.3% | -10.1% | -6.6% |
| 30D | -9.5% | +18.9% | -28.3% | -18.8% |
| 3M | -26.5% | +13.2% | -39.7% | -32.2% |
| 6M | -27.4% | +38.3% | -65.6% | -41.5% |
| YTD | -20.6% | +38.9% | -59.5% | -37.2% |
| 1Y | -11.4% | +36.7% | -48.1% | -29.3% |
| 3Y | -10.8% | +76.6% | -87.4% | -42.8% |
| 5Y | -21.9% | +124.5% | -146.4% | -59.2% |
| 10Y | +28.1% | +674.5% | -646.4% | -63.4% |
| All | +28.1% | +689.5% | -661.4% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling