+23.4%
BA vs MSI
+663.2%
-639.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -0.6% | +2.6% | -3.1% | -2.1% |
| 30D | -8.0% | +18.1% | -26.1% | -17.2% |
| 3M | -25.8% | +13.2% | -39.0% | -31.5% |
| 6M | -27.6% | +36.3% | -63.9% | -41.1% |
| YTD | -21.0% | +39.5% | -60.5% | -37.7% |
| 1Y | -12.3% | +36.9% | -49.1% | -30.0% |
| 3Y | -12.8% | +76.1% | -88.9% | -43.9% |
| 5Y | -22.4% | +123.7% | -146.1% | -59.3% |
| All | +23.4% | +663.2% | -639.8% | -64.7% |
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