+19.8%
MA vs BA
-12.3%
+32.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | +9.6% | -7.1% | +16.7% | +9.9% |
| 3M | +16.8% | -25.5% | +42.3% | +17.8% |
| 6M | +35.2% | -28.7% | +63.9% | +35.9% |
| YTD | +16.6% | -21.0% | +37.6% | +14.9% |
| 1Y | +19.8% | -11.9% | +31.6% | +16.3% |
| All | +19.8% | -12.3% | +32.1% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling