+118.9%
MSFT vs BBAI
-77.0%
+195.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -6.2% | -10.2% | +3.9% | -6.1% |
| 30D | -3.7% | 0.0% | -3.7% | -3.7% |
| 3M | +3.6% | -30.9% | +34.6% | +4.2% |
| 6M | +26.8% | -46.8% | +73.6% | +28.0% |
| YTD | +8.4% | -57.4% | +65.8% | +9.6% |
| 1Y | +3.3% | -62.0% | +65.3% | +4.5% |
| 3Y | +44.3% | +47.4% | -3.2% | +42.7% |
| 5Y | +63.3% | -77.0% | +140.3% | +62.1% |
| All | +118.9% | -77.0% | +195.9% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling