+1,250.3%
MAR vs BAH
+1,074.5%
+175.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | +14.0% | +17.3% | -3.2% | +9.7% |
| 3M | +18.1% | +14.9% | +3.2% | +13.9% |
| 6M | +18.6% | +14.2% | +4.3% | +13.8% |
| YTD | +35.3% | +5.1% | +30.1% | +31.1% |
| 1Y | +44.5% | +2.1% | +42.4% | +40.7% |
| 3Y | +120.7% | -26.0% | +146.7% | +125.8% |
| 5Y | +164.1% | +9.0% | +155.1% | +138.0% |
| 10Y | +515.5% | +208.8% | +306.7% | +297.2% |
| All | +1,250.3% | +1,074.5% | +175.8% | +453.7% |
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 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