+989.2%
MAR vs BAH
+886.2%
+103.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -4.2% | -3.2% | -0.9% | -3.4% |
| 30D | -6.7% | +2.0% | -8.7% | -7.2% |
| 3M | -12.5% | -7.6% | -4.9% | -11.3% |
| 6M | +0.6% | -5.7% | +6.2% | +0.9% |
| YTD | +9.1% | -11.7% | +20.8% | +10.5% |
| 1Y | +26.2% | -27.4% | +53.6% | +33.5% |
| 3Y | +68.2% | -32.5% | +100.7% | +75.4% |
| 5Y | +163.9% | -3.3% | +167.2% | +143.9% |
| 10Y | +420.6% | +186.0% | +234.6% | +240.6% |
| All | +989.2% | +886.2% | +103.0% | +366.7% |
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