+808.5%
MS vs BAH
+185.2%
+623.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.6% |
| 7D | +1.4% | -3.2% | +4.6% | +2.2% |
| 30D | -0.3% | +2.0% | -2.3% | -0.9% |
| 3M | +0.3% | -7.6% | +7.9% | +1.9% |
| 6M | +31.3% | -5.7% | +37.0% | +31.7% |
| YTD | +24.7% | -11.7% | +36.4% | +26.3% |
| 1Y | +47.9% | -27.4% | +75.3% | +58.0% |
| 3Y | +178.3% | -32.5% | +210.9% | +185.6% |
| 5Y | +144.9% | -3.3% | +148.2% | +109.9% |
| All | +808.5% | +185.2% | +623.4% | +433.1% |
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