+43.5%
MAS vs BAH
+12.6%
+30.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.7% |
| 7D | +4.6% | +6.0% | -1.5% | +3.4% |
| 30D | +19.9% | +31.1% | -11.2% | +13.8% |
| 3M | +8.9% | +25.2% | -16.3% | +4.1% |
| 6M | +20.2% | +18.9% | +1.3% | +15.6% |
| YTD | +33.9% | +8.3% | +25.6% | +30.0% |
| 1Y | +34.7% | +6.2% | +28.5% | +31.1% |
| 3Y | +60.4% | -22.8% | +83.1% | +61.4% |
| 5Y | +43.5% | +13.6% | +29.9% | +27.8% |
| All | +43.5% | +12.6% | +30.8% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling