+607.1%
MS vs BAH
+220.7%
+386.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.6% |
| 7D | -1.6% | -3.5% | +2.0% | -0.7% |
| 30D | -3.8% | +24.3% | -28.0% | -9.3% |
| 3M | -14.6% | +16.3% | -30.9% | -18.4% |
| 6M | -5.1% | +13.6% | -18.7% | -9.4% |
| YTD | +4.5% | +3.5% | +1.0% | +1.1% |
| 1Y | +13.5% | +2.7% | +10.8% | +9.8% |
| 3Y | +160.4% | -26.6% | +187.0% | +163.5% |
| 5Y | +112.9% | +8.5% | +104.3% | +77.7% |
| All | +607.1% | +220.7% | +386.4% | +299.9% |
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