+5.6%
BAH vs MSTZ
-52.7%
+58.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.8% | -12.7% | +0.4% |
| 7D | -2.6% | +25.6% | -28.1% | -2.1% |
| 30D | +20.4% | +50.6% | -30.2% | +21.5% |
| 3M | +11.9% | -64.5% | +76.4% | +9.3% |
| 6M | +17.1% | -14.0% | +31.1% | +19.3% |
| YTD | +5.5% | -76.4% | +81.9% | +4.2% |
| 1Y | +5.6% | -56.2% | +61.9% | +4.7% |
| All | +5.6% | -52.7% | +58.3% | +4.7% |
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