-26.4%
BA vs MTB
+61.4%
-87.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.1% | +1.5% | -2.6% | -1.8% |
| 30D | -7.1% | +2.3% | -9.5% | -8.0% |
| 3M | -25.5% | -12.1% | -13.4% | -21.5% |
| 6M | -28.7% | +9.8% | -38.5% | -31.6% |
| YTD | -21.0% | +12.0% | -33.0% | -25.1% |
| 1Y | -11.9% | +22.0% | -33.9% | -19.5% |
| 3Y | -16.2% | +107.6% | -123.8% | -40.7% |
| All | -26.4% | +61.4% | -87.8% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling