+34.7%
MAS vs BAH
+7.4%
+27.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.6% |
| 7D | +4.6% | +6.0% | -1.5% | +3.9% |
| 30D | +19.9% | +31.1% | -11.2% | +16.9% |
| 3M | +8.9% | +25.2% | -16.3% | +6.6% |
| 6M | +20.2% | +18.9% | +1.3% | +17.8% |
| YTD | +33.9% | +8.3% | +25.6% | +31.1% |
| 1Y | +34.7% | +6.2% | +28.5% | +32.2% |
| All | +34.7% | +7.4% | +27.3% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling