+35.3%
MAS vs BAH
-3.4%
+38.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.1% |
| 7D | -0.8% | -3.2% | +2.5% | -0.2% |
| 30D | -5.6% | +2.0% | -7.6% | -6.0% |
| 3M | +4.4% | -7.6% | +12.1% | +5.8% |
| 6M | +7.2% | -5.7% | +12.9% | +7.5% |
| YTD | +16.1% | -11.7% | +27.8% | +17.4% |
| 1Y | +0.1% | -27.4% | +27.5% | +5.4% |
| 3Y | +28.3% | -32.5% | +60.8% | +32.1% |
| All | +35.3% | -3.4% | +38.7% | +25.5% |
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