+13,624.1%
MA vs BA
+255.0%
+13,369.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -1.8% | +2.5% | -4.2% | -2.7% |
| 30D | +1.4% | -10.1% | +11.5% | +5.6% |
| 3M | +17.7% | -2.4% | +20.1% | +18.0% |
| 6M | +9.7% | -8.8% | +18.5% | +11.9% |
| YTD | +0.5% | -2.9% | +3.4% | -0.5% |
| 1Y | -2.1% | -8.8% | +6.7% | -1.4% |
| 3Y | +40.1% | -0.3% | +40.3% | +29.6% |
| 5Y | +67.5% | -0.3% | +67.8% | +47.9% |
| 10Y | +505.6% | +72.3% | +433.3% | +226.6% |
| All | +13,624.1% | +255.0% | +13,369.2% | +4,383.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling