+1,489.9%
MKSI vs BAH
+878.1%
+611.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +6.6% | -1.3% | +8.0% | +7.0% |
| 30D | -8.2% | -6.6% | -1.6% | -6.6% |
| 3M | -16.4% | -7.2% | -9.3% | -15.8% |
| 6M | +23.0% | -10.0% | +33.0% | +23.9% |
| YTD | +68.2% | -12.5% | +80.6% | +68.1% |
| 1Y | +148.6% | -27.9% | +176.5% | +165.3% |
| 3Y | +196.0% | -31.4% | +227.4% | +207.5% |
| 5Y | +87.4% | -3.2% | +90.6% | +65.8% |
| 10Y | +523.8% | +191.5% | +332.3% | +271.0% |
| All | +1,489.9% | +878.1% | +611.8% | +480.3% |
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