+70.7%
MA vs BAH
-26.8%
+97.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +1.3% | +1.7% | -0.4% | +1.2% |
| 30D | +9.6% | +20.8% | -11.2% | +7.9% |
| 3M | +16.8% | +11.6% | +5.2% | +15.6% |
| 6M | +35.2% | +23.1% | +12.1% | +32.4% |
| YTD | +16.6% | +5.3% | +11.3% | +14.9% |
| 1Y | +19.8% | +6.1% | +13.6% | +18.0% |
| 3Y | +70.7% | -27.5% | +98.2% | +71.1% |
| All | +70.7% | -26.8% | +97.5% | +71.1% |
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