+73.1%
MA vs BA
-1.7%
+74.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +1.5% | -11.6% | +13.2% | +4.5% |
| 3M | +20.4% | -2.4% | +22.8% | +20.6% |
| 6M | +11.1% | -6.6% | +17.8% | +12.0% |
| YTD | +2.0% | -2.2% | +4.2% | +1.1% |
| 1Y | -2.2% | -8.0% | +5.9% | -1.7% |
| 3Y | +41.9% | -5.0% | +46.9% | +37.3% |
| All | +73.1% | -1.7% | +74.8% | +60.8% |
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