+70.6%
MA vs BAH
-26.8%
+97.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -1.8% | -1.6% | -0.2% | -1.7% |
| 30D | +11.0% | +18.0% | -7.0% | +9.5% |
| 3M | +17.9% | +11.4% | +6.4% | +16.7% |
| 6M | +33.2% | +17.7% | +15.5% | +30.8% |
| YTD | +16.5% | +5.4% | +11.1% | +14.8% |
| 1Y | +19.1% | +2.8% | +16.3% | +17.6% |
| All | +70.6% | -26.8% | +97.3% | +70.9% |
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