+2,838.3%
MA vs BAH
+1,056.2%
+1,782.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.8% |
| 7D | +2.3% | -3.5% | +5.9% | +3.3% |
| 30D | +14.7% | +24.3% | -9.6% | +7.4% |
| 3M | +13.5% | +16.3% | -2.8% | +8.0% |
| 6M | +33.1% | +13.6% | +19.5% | +26.7% |
| YTD | +15.1% | +3.5% | +11.6% | +10.9% |
| 1Y | +18.7% | +2.7% | +16.0% | +14.4% |
| 3Y | +72.1% | -26.6% | +98.7% | +75.6% |
| 5Y | +92.8% | +8.5% | +84.3% | +65.5% |
| 10Y | +571.6% | +225.1% | +346.6% | +302.0% |
| All | +2,838.3% | +1,056.2% | +1,782.1% | +978.9% |
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 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