+568.4%
MA vs BAH
+210.6%
+357.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | +11.8% | +18.2% | -6.4% | +6.4% |
| 3M | +17.2% | +13.1% | +4.1% | +12.5% |
| 6M | +33.4% | +15.2% | +18.2% | +26.5% |
| YTD | +16.1% | +6.0% | +10.1% | +11.2% |
| 1Y | +19.9% | +3.1% | +16.8% | +15.5% |
| 3Y | +70.1% | -26.2% | +96.3% | +72.5% |
| 5Y | +89.6% | +9.3% | +80.3% | +54.9% |
| 10Y | +568.4% | +212.3% | +356.1% | +293.8% |
| All | +568.4% | +210.6% | +357.8% | +293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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