+1,064.1%
MAS vs BAH
+1,096.2%
-32.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.2% | +5.2% |
| 7D | +14.2% | +5.8% | +8.4% | +12.2% |
| 30D | +26.8% | +28.7% | -1.9% | +17.4% |
| 3M | +13.1% | +20.9% | -7.8% | +6.3% |
| 6M | +27.9% | +15.2% | +12.8% | +21.3% |
| YTD | +38.7% | +7.1% | +31.6% | +32.4% |
| 1Y | +40.4% | +6.4% | +34.0% | +33.9% |
| 3Y | +66.1% | -23.6% | +89.8% | +69.6% |
| 5Y | +47.4% | +11.5% | +35.9% | +28.6% |
| 10Y | +238.3% | +236.3% | +2.0% | +94.3% |
| All | +1,064.1% | +1,096.2% | -32.1% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling