+72.1%
MA vs BAH
-26.3%
+98.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | -0.1% |
| 7D | +2.3% | -3.5% | +5.9% | +2.6% |
| 30D | +14.7% | +24.3% | -9.6% | +12.6% |
| 3M | +13.5% | +16.3% | -2.8% | +11.9% |
| 6M | +33.1% | +13.6% | +19.5% | +31.1% |
| YTD | +15.1% | +3.5% | +11.6% | +13.6% |
| 1Y | +18.7% | +2.7% | +16.0% | +17.2% |
| 3Y | +72.1% | -26.6% | +98.7% | +72.7% |
| All | +72.1% | -26.3% | +98.3% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling