+73.5%
BA vs MSI
+597.7%
-524.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | +1.2% | -3.7% | +4.9% | +3.4% |
| 30D | -11.6% | +6.8% | -18.5% | -15.8% |
| 3M | -2.4% | +14.3% | -16.7% | -10.9% |
| 6M | -6.6% | -1.6% | -5.1% | -7.3% |
| YTD | -2.2% | +22.8% | -25.0% | -16.3% |
| 1Y | -8.0% | -1.1% | -6.9% | -9.7% |
| 3Y | -5.0% | +70.5% | -75.5% | -38.2% |
| 5Y | -2.7% | +102.8% | -105.5% | -45.8% |
| All | +73.5% | +597.7% | -524.2% | -43.8% |
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