+23.7%
MA vs BIYA
-99.9%
+123.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -0.3% | -7.8% | +7.4% | -0.3% |
| 30D | +11.3% | -38.5% | +49.8% | +11.6% |
| 3M | +16.7% | -59.5% | +76.2% | +17.0% |
| 6M | +32.8% | -89.2% | +122.0% | +32.6% |
| YTD | +15.6% | -97.1% | +112.7% | +16.3% |
| 1Y | +19.6% | -99.0% | +118.6% | +22.0% |
| All | +23.7% | -99.9% | +123.6% | +28.6% |
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