+132.6%
MAR vs BBAI
-70.8%
+203.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.2% |
| 7D | -4.2% | -4.3% | +0.1% | -4.1% |
| 30D | -6.7% | -3.6% | -3.0% | -6.6% |
| 3M | -12.5% | -38.8% | +26.3% | -12.0% |
| 6M | +0.6% | -23.8% | +24.3% | +0.8% |
| YTD | +9.1% | -45.9% | +55.0% | +9.7% |
| 1Y | +26.2% | -40.8% | +67.0% | +26.5% |
| 3Y | +68.2% | +69.8% | -1.6% | +65.4% |
| 5Y | +163.9% | -70.3% | +234.2% | +145.3% |
| All | +132.6% | -70.8% | +203.4% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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