+31.8%
BA vs MSI
+676.2%
-644.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +1.1% | +4.7% | -3.6% | -1.9% |
| 30D | -7.9% | +14.8% | -22.7% | -15.6% |
| 3M | -25.3% | +8.8% | -34.1% | -29.4% |
| 6M | -24.6% | +19.3% | -43.9% | -33.8% |
| YTD | -20.1% | +35.3% | -55.5% | -35.8% |
| 1Y | -11.8% | +33.8% | -45.5% | -28.6% |
| 3Y | -10.1% | +74.4% | -84.6% | -42.0% |
| 5Y | -22.7% | +120.5% | -143.3% | -59.2% |
| All | +31.8% | +676.2% | -644.4% | -61.8% |
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