-3.8%
BAH vs MTB
+102.5%
-106.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | -4.3% | +2.8% | -7.1% | -4.8% |
| 30D | -4.5% | -4.2% | -0.3% | -3.8% |
| 3M | -7.6% | +7.8% | -15.4% | -8.8% |
| 6M | -10.6% | +14.8% | -25.4% | -12.9% |
| YTD | -12.6% | +20.8% | -33.3% | -15.6% |
| 1Y | -27.0% | +23.1% | -50.1% | -29.8% |
| 3Y | -31.5% | +114.8% | -146.3% | -41.1% |
| 5Y | -3.8% | +103.3% | -107.1% | -19.8% |
| All | -3.8% | +102.5% | -106.3% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling