+9.0%
BAH vs MTB
+67.9%
-59.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.2% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | +17.3% | +2.4% | +14.8% | +16.7% |
| 3M | +14.9% | -10.5% | +25.4% | +17.1% |
| 6M | +14.2% | +6.4% | +7.8% | +13.0% |
| YTD | +5.1% | +12.8% | -7.7% | +2.7% |
| 1Y | +2.1% | +23.3% | -21.2% | -1.8% |
| 3Y | -26.0% | +108.2% | -134.2% | -36.0% |
| 5Y | +9.0% | +68.6% | -59.6% | -6.8% |
| All | +9.0% | +67.9% | -59.0% | -6.8% |
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