-27.9%
BAH vs MTB
+22.9%
-50.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | -6.6% | -4.6% | -2.0% | -5.4% |
| 3M | -7.2% | +6.3% | -13.4% | -8.4% |
| 6M | -10.0% | +15.6% | -25.6% | -13.0% |
| YTD | -12.5% | +20.6% | -33.0% | -17.1% |
| 1Y | -27.9% | +22.5% | -50.4% | -31.6% |
| All | -27.9% | +22.9% | -50.8% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling