+177.6%
MS vs BBAI
-77.8%
+255.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | -14.6% | +13.1% | -1.1% |
| 30D | -3.8% | -11.6% | +7.8% | -3.5% |
| 3M | -14.6% | -26.2% | +11.6% | -13.9% |
| 6M | -5.1% | -49.2% | +44.1% | -3.5% |
| YTD | +4.5% | -58.9% | +63.4% | +6.5% |
| 1Y | +13.5% | -60.8% | +74.3% | +15.7% |
| 3Y | +160.4% | +51.0% | +109.4% | +154.5% |
| 5Y | +112.9% | -77.7% | +190.5% | +111.3% |
| All | +177.6% | -77.8% | +255.4% | +175.6% |
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