+514.9%
MKSI vs BAH
+207.9%
+307.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +2.7% | +4.3% | -1.6% | +1.4% |
| 30D | -12.8% | -2.5% | -10.3% | -12.5% |
| 3M | -22.5% | -0.9% | -21.6% | -23.2% |
| 6M | +19.4% | +1.5% | +17.9% | +16.0% |
| YTD | +67.7% | -8.0% | +75.7% | +65.4% |
| 1Y | +131.4% | -24.7% | +156.1% | +145.8% |
| 3Y | +197.3% | -28.4% | +225.7% | +202.5% |
| 5Y | +87.0% | +2.8% | +84.2% | +53.9% |
| All | +514.9% | +207.9% | +307.0% | +231.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling