-23.1%
BA vs MSI
+117.4%
-140.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.6% | -4.2% |
| 7D | -0.1% | +5.1% | -5.2% | -2.2% |
| 30D | -9.1% | +13.3% | -22.4% | -13.9% |
| 3M | -28.2% | +18.3% | -46.5% | -33.5% |
| 6M | -23.1% | +18.7% | -41.8% | -29.4% |
| YTD | -20.6% | +36.0% | -56.5% | -32.0% |
| 1Y | -12.7% | +32.6% | -45.3% | -24.4% |
| 3Y | -11.6% | +78.3% | -89.9% | -37.6% |
| 5Y | -23.1% | +121.6% | -144.7% | -57.3% |
| All | -23.1% | +117.4% | -140.5% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling