+191.5%
BAH vs MTB
+172.8%
+18.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | -6.6% | -4.6% | -2.0% | -5.7% |
| 3M | -7.2% | +6.3% | -13.4% | -8.3% |
| 6M | -10.0% | +15.6% | -25.6% | -12.8% |
| YTD | -12.5% | +20.6% | -33.0% | -16.0% |
| 1Y | -27.9% | +22.5% | -50.4% | -31.1% |
| 3Y | -31.4% | +114.4% | -145.8% | -42.6% |
| 5Y | -3.2% | +101.9% | -105.1% | -19.9% |
| 10Y | +191.5% | +170.4% | +21.0% | +112.0% |
| All | +191.5% | +172.8% | +18.6% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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