-99.8%
BIYA vs MKTX
-22.8%
-76.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | +2.7% | +0.3% | +2.5% | +2.8% |
| 30D | -16.7% | +1.0% | -17.6% | -16.4% |
| 3M | -74.6% | +40.8% | -115.4% | -70.8% |
| 6M | -85.4% | -10.9% | -74.5% | -83.0% |
| YTD | -94.2% | -8.6% | -85.6% | -93.3% |
| 1Y | -98.6% | -11.6% | -87.0% | -98.4% |
| All | -99.8% | -22.8% | -76.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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