-8.8%
BA vs MTB
+23.0%
-31.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +2.5% | +2.8% | -0.3% | +1.6% |
| 30D | -10.1% | -4.2% | -5.9% | -9.0% |
| 3M | -2.4% | +7.8% | -10.2% | -4.4% |
| 6M | -8.8% | +14.8% | -23.6% | -12.4% |
| YTD | -2.9% | +20.8% | -23.7% | -8.0% |
| 1Y | -8.8% | +23.1% | -31.9% | -13.4% |
| All | -8.8% | +23.0% | -31.8% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling