+569.6%
MA vs BA
+28.0%
+541.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -1.8% | -1.4% | -0.4% | -1.3% |
| 30D | +11.0% | -7.9% | +18.9% | +13.6% |
| 3M | +17.9% | -25.2% | +43.0% | +28.3% |
| 6M | +33.2% | -26.7% | +59.9% | +45.0% |
| YTD | +16.5% | -19.6% | +36.1% | +22.0% |
| 1Y | +19.1% | -10.6% | +29.7% | +20.2% |
| 3Y | +70.6% | -11.2% | +81.8% | +65.5% |
| 5Y | +92.1% | -20.4% | +112.6% | +86.8% |
| 10Y | +569.6% | +26.8% | +542.8% | +477.1% |
| All | +569.6% | +28.0% | +541.6% | +477.1% |
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