+7.6%
MA vs BIYA
-99.8%
+107.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.8% | +2.7% | -4.5% | -1.8% |
| 30D | +1.4% | -18.7% | +20.1% | +1.5% |
| 3M | +17.7% | -72.0% | +89.8% | +17.6% |
| 6M | +9.7% | -86.4% | +96.1% | +9.4% |
| YTD | +0.5% | -94.2% | +94.7% | +0.9% |
| 1Y | -2.1% | -98.4% | +96.4% | +0.1% |
| All | +7.6% | -99.8% | +107.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BIYA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling