+593.1%
MA vs BA
+24.8%
+568.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.6% |
| 30D | +9.6% | -7.1% | +16.7% | +11.9% |
| 3M | +16.8% | -25.5% | +42.3% | +27.3% |
| 6M | +35.2% | -28.7% | +63.9% | +48.5% |
| YTD | +16.6% | -21.0% | +37.6% | +22.8% |
| 1Y | +19.8% | -11.9% | +31.6% | +21.4% |
| 3Y | +70.7% | -16.2% | +86.8% | +69.0% |
| 5Y | +87.4% | -22.4% | +109.8% | +83.7% |
| All | +593.1% | +24.8% | +568.3% | +483.6% |
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