+215.9%
MAS vs BAH
+220.7%
-4.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -0.7% |
| 7D | +2.0% | -3.5% | +5.5% | +3.0% |
| 30D | +19.4% | +24.3% | -4.9% | +12.3% |
| 3M | +9.4% | +16.3% | -6.9% | +4.5% |
| 6M | +15.3% | +13.6% | +1.7% | +10.2% |
| YTD | +31.3% | +3.5% | +27.8% | +27.1% |
| 1Y | +34.9% | +2.7% | +32.2% | +30.5% |
| 3Y | +58.6% | -26.6% | +85.2% | +63.2% |
| 5Y | +40.7% | +8.5% | +32.2% | +22.0% |
| All | +215.9% | +220.7% | -4.8% | +86.4% |
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