+2,503.5%
MA vs BAH
+886.2%
+1,617.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -2.7% | -3.2% | +0.5% | -1.8% |
| 30D | +1.5% | +2.0% | -0.5% | +0.7% |
| 3M | +20.4% | -7.6% | +28.1% | +22.5% |
| 6M | +11.1% | -5.7% | +16.8% | +11.7% |
| YTD | +2.0% | -11.7% | +13.7% | +3.4% |
| 1Y | -2.2% | -27.4% | +25.2% | +4.9% |
| 3Y | +41.9% | -32.5% | +74.4% | +47.7% |
| 5Y | +75.4% | -3.3% | +78.7% | +55.3% |
| 10Y | +527.5% | +186.0% | +341.6% | +290.8% |
| All | +2,503.5% | +886.2% | +1,617.3% | +905.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling