+93.7%
MA vs BA
-20.8%
+114.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | +0.1% | -1.9% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +15.9% | -9.1% | +25.1% | +18.3% |
| 3M | +15.2% | -28.2% | +43.3% | +23.8% |
| 6M | +32.4% | -23.1% | +55.5% | +39.4% |
| YTD | +15.6% | -20.6% | +36.2% | +19.9% |
| 1Y | +19.3% | -12.7% | +32.0% | +20.5% |
| 3Y | +73.0% | -11.6% | +84.5% | +67.5% |
| 5Y | +93.7% | -23.1% | +116.9% | +95.4% |
| All | +93.7% | -20.8% | +114.5% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling