+584.1%
MA vs BAH
+197.5%
+386.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.5% | -3.2% | +2.7% | +0.4% |
| 30D | +7.9% | +19.5% | -11.6% | +2.3% |
| 3M | +16.8% | +11.1% | +5.7% | +12.7% |
| 6M | +31.0% | +16.3% | +14.7% | +23.8% |
| YTD | +15.0% | +4.8% | +10.2% | +10.5% |
| 1Y | +17.0% | +4.9% | +12.1% | +12.0% |
| 3Y | +68.5% | -27.0% | +95.5% | +71.4% |
| 5Y | +85.0% | +5.7% | +79.2% | +53.2% |
| All | +584.1% | +197.5% | +386.6% | +292.0% |
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