+72.1%
MA vs BA
-11.5%
+83.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | +14.7% | -7.9% | +22.6% | +15.8% |
| 3M | +13.5% | -25.3% | +38.8% | +17.9% |
| 6M | +33.1% | -24.6% | +57.7% | +37.8% |
| YTD | +15.1% | -20.1% | +35.2% | +17.3% |
| 1Y | +18.7% | -11.8% | +30.5% | +18.8% |
| 3Y | +72.1% | -10.1% | +82.2% | +61.6% |
| All | +72.1% | -11.5% | +83.6% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling