+554.8%
MA vs BA
+31.3%
+523.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.3% | -1.7% | +1.4% | +0.2% |
| 30D | +11.3% | -9.5% | +20.8% | +14.5% |
| 3M | +16.7% | -26.5% | +43.1% | +27.7% |
| 6M | +32.8% | -27.4% | +60.2% | +45.0% |
| YTD | +15.6% | -20.6% | +36.2% | +21.6% |
| 1Y | +19.6% | -11.4% | +31.0% | +21.0% |
| 3Y | +72.1% | -10.8% | +82.9% | +66.7% |
| 5Y | +96.0% | -21.9% | +118.0% | +91.8% |
| 10Y | +554.8% | +28.1% | +526.6% | +485.1% |
| All | +554.8% | +31.3% | +523.5% | +485.1% |
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