+24.8%
MA vs BIYA
-99.9%
+124.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | +9.0% | -7.7% | +1.3% |
| 30D | +9.6% | -12.9% | +22.6% | +9.7% |
| 3M | +16.8% | -54.7% | +71.5% | +17.1% |
| 6M | +35.2% | -85.1% | +120.3% | +34.7% |
| YTD | +16.6% | -96.9% | +113.4% | +17.2% |
| 1Y | +19.8% | -98.5% | +118.3% | +21.6% |
| All | +24.8% | -99.9% | +124.6% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling