+72.3%
BA vs MTB
+173.2%
-100.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +2.5% | +2.8% | -0.3% | +0.8% |
| 30D | -10.1% | -4.2% | -5.9% | -7.8% |
| 3M | -2.4% | +7.8% | -10.2% | -7.0% |
| 6M | -8.8% | +14.8% | -23.6% | -16.4% |
| YTD | -2.9% | +20.8% | -23.7% | -14.2% |
| 1Y | -8.8% | +23.1% | -31.9% | -20.7% |
| 3Y | -0.3% | +114.8% | -115.1% | -41.9% |
| 5Y | -0.3% | +103.3% | -103.6% | -44.0% |
| 10Y | +72.3% | +173.0% | -100.6% | -20.9% |
| All | +72.3% | +173.2% | -100.8% | -20.9% |
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