+23.3%
BA vs MSI
+664.3%
-641.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.1% | +3.2% | -4.3% | -3.1% |
| 30D | -7.1% | +17.6% | -24.7% | -16.1% |
| 3M | -25.5% | +14.5% | -40.1% | -31.8% |
| 6M | -28.7% | +34.3% | -63.0% | -41.4% |
| YTD | -21.0% | +39.7% | -60.7% | -37.8% |
| 1Y | -11.9% | +40.2% | -52.0% | -30.8% |
| 3Y | -16.2% | +77.1% | -93.3% | -46.3% |
| 5Y | -22.4% | +124.0% | -146.4% | -59.3% |
| All | +23.3% | +664.3% | -641.0% | -64.8% |
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