+6.4%
BAH vs MSTZ
-63.1%
+69.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.0% | +1.3% |
| 7D | +5.8% | +0.7% | +5.0% | +5.8% |
| 30D | +28.7% | +16.6% | +12.1% | +29.5% |
| 3M | +20.9% | -74.7% | +95.6% | +17.3% |
| 6M | +15.2% | -43.9% | +59.1% | +16.4% |
| YTD | +7.1% | -84.0% | +91.1% | +4.8% |
| 1Y | +6.4% | -65.1% | +71.5% | +7.1% |
| All | +6.4% | -63.1% | +69.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling