+874.4%
BAH vs MKTX
+934.8%
-60.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | -4.5% | +1.0% | -5.4% | -4.6% |
| 3M | -7.6% | +41.3% | -48.9% | -14.4% |
| 6M | -10.6% | -11.3% | +0.7% | -9.2% |
| YTD | -12.6% | -8.6% | -4.0% | -11.8% |
| 1Y | -27.0% | -11.1% | -15.9% | -26.1% |
| 3Y | -31.5% | -24.5% | -7.0% | -30.0% |
| 5Y | -3.8% | -61.4% | +57.6% | +10.5% |
| 10Y | +183.9% | +6.8% | +177.1% | +146.2% |
| All | +874.4% | +934.8% | -60.5% | +404.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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