+67.5%
MAS vs BAH
-23.7%
+91.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.2% | +5.4% |
| 7D | +14.2% | +5.8% | +8.4% | +13.2% |
| 30D | +26.8% | +28.7% | -1.9% | +22.1% |
| 3M | +13.1% | +20.9% | -7.8% | +9.8% |
| 6M | +27.9% | +15.2% | +12.8% | +24.7% |
| YTD | +38.7% | +7.1% | +31.6% | +35.7% |
| 1Y | +40.4% | +6.4% | +34.0% | +37.4% |
| All | +67.5% | -23.7% | +91.2% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling