+31.8%
BA vs MTB
+135.3%
-103.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | +1.1% | -1.3% | +2.4% | +1.9% |
| 30D | -7.9% | +0.5% | -8.4% | -8.2% |
| 3M | -25.3% | -12.4% | -12.9% | -19.2% |
| 6M | -24.6% | +1.5% | -26.1% | -25.6% |
| YTD | -20.1% | +10.3% | -30.4% | -25.5% |
| 1Y | -11.8% | +22.2% | -34.0% | -22.9% |
| 3Y | -10.1% | +96.9% | -107.1% | -44.6% |
| 5Y | -22.7% | +64.3% | -87.0% | -49.7% |
| All | +31.8% | +135.3% | -103.5% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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