+441.9%
MAR vs BAH
+186.6%
+255.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | -4.7% | -6.6% | +2.0% | -3.4% |
| 3M | -15.6% | -7.2% | -8.5% | -14.7% |
| 6M | +1.2% | -10.0% | +11.2% | +2.6% |
| YTD | +7.5% | -12.5% | +19.9% | +8.9% |
| 1Y | +26.6% | -27.9% | +54.5% | +33.4% |
| 3Y | +66.0% | -31.4% | +97.4% | +70.9% |
| 5Y | +154.1% | -3.2% | +157.3% | +134.0% |
| 10Y | +441.9% | +191.5% | +250.4% | +274.7% |
| All | +441.9% | +186.6% | +255.2% | +274.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling