+584.1%
MA vs BA
+24.8%
+559.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -0.5% | -0.6% | 0.0% | -0.3% |
| 30D | +7.9% | -8.0% | +15.9% | +10.5% |
| 3M | +16.8% | -25.8% | +42.6% | +27.5% |
| 6M | +31.0% | -27.6% | +58.6% | +43.1% |
| YTD | +15.0% | -21.0% | +36.0% | +21.2% |
| 1Y | +17.0% | -12.3% | +29.3% | +18.8% |
| 3Y | +68.5% | -12.8% | +81.2% | +64.4% |
| 5Y | +85.0% | -22.4% | +107.3% | +81.3% |
| All | +584.1% | +24.8% | +559.3% | +476.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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