+553.1%
MA vs BAH
+220.7%
+332.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.8% |
| 7D | +2.3% | -3.5% | +5.9% | +3.3% |
| 30D | +14.7% | +24.3% | -9.6% | +7.5% |
| 3M | +13.5% | +16.3% | -2.8% | +8.0% |
| 6M | +33.1% | +13.6% | +19.5% | +26.7% |
| YTD | +15.1% | +3.5% | +11.6% | +10.9% |
| 1Y | +18.7% | +2.7% | +16.0% | +14.4% |
| 3Y | +72.1% | -26.6% | +98.7% | +74.2% |
| 5Y | +92.8% | +8.5% | +84.3% | +57.2% |
| All | +553.1% | +220.7% | +332.4% | +277.7% |
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