+84.3%
MKSI vs BAH
+2.5%
+81.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +2.7% | +4.3% | -1.6% | +2.2% |
| 30D | -12.8% | -2.5% | -10.3% | -12.6% |
| 3M | -22.5% | -0.9% | -21.6% | -22.2% |
| 6M | +19.4% | +1.5% | +17.9% | +18.5% |
| YTD | +67.7% | -8.0% | +75.7% | +67.8% |
| 1Y | +131.4% | -24.7% | +156.1% | +144.4% |
| 3Y | +197.3% | -28.4% | +225.7% | +201.3% |
| All | +84.3% | +2.5% | +81.8% | +57.6% |
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