+1,462.0%
BA vs MSI
+4,479.6%
-3,017.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.6% | -3.6% |
| 7D | -0.1% | +5.1% | -5.2% | -1.4% |
| 30D | -9.1% | +13.3% | -22.4% | -12.1% |
| 3M | -28.2% | +18.3% | -46.5% | -31.4% |
| 6M | -23.1% | +18.7% | -41.8% | -27.0% |
| YTD | -20.6% | +36.0% | -56.5% | -27.2% |
| 1Y | -12.7% | +32.6% | -45.3% | -19.5% |
| 3Y | -11.6% | +78.3% | -89.9% | -25.0% |
| 5Y | -23.1% | +121.6% | -144.7% | -38.4% |
| 10Y | +34.4% | +689.0% | -654.7% | -18.0% |
| All | +1,462.0% | +4,479.6% | -3,017.6% | +346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling