-4.6%
BA vs MSI
+70.3%
-75.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +1.2% | -3.7% | +4.9% | +2.0% |
| 30D | -11.6% | +6.8% | -18.5% | -13.2% |
| 3M | -2.4% | +14.3% | -16.7% | -5.8% |
| 6M | -6.6% | -1.6% | -5.1% | -6.3% |
| YTD | -2.2% | +22.8% | -25.0% | -8.3% |
| 1Y | -8.0% | -1.1% | -6.9% | -7.8% |
| All | -4.6% | +70.3% | -75.0% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling