+874.8%
MAS vs BAH
+886.2%
-11.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | -0.8% | -3.2% | +2.5% | +0.2% |
| 30D | -5.6% | +2.0% | -7.6% | -6.3% |
| 3M | +4.4% | -7.6% | +12.1% | +6.5% |
| 6M | +7.2% | -5.7% | +12.9% | +7.6% |
| YTD | +16.1% | -11.7% | +27.8% | +17.9% |
| 1Y | +0.1% | -27.4% | +27.5% | +7.8% |
| 3Y | +28.3% | -32.5% | +60.8% | +35.7% |
| 5Y | +30.5% | -3.3% | +33.8% | +18.5% |
| 10Y | +139.1% | +186.0% | -46.9% | +44.2% |
| All | +874.8% | +886.2% | -11.4% | +233.3% |
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