+88.5%
MA vs BAH
+6.1%
+82.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +1.3% | +1.7% | -0.4% | +1.1% |
| 30D | +9.6% | +20.8% | -11.2% | +7.1% |
| 3M | +16.8% | +11.6% | +5.2% | +15.1% |
| 6M | +35.2% | +23.1% | +12.1% | +31.3% |
| YTD | +16.6% | +5.3% | +11.3% | +14.6% |
| 1Y | +19.8% | +6.1% | +13.6% | +17.5% |
| 3Y | +70.7% | -27.5% | +98.2% | +71.4% |
| All | +88.5% | +6.1% | +82.4% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling