+13.5%
MS vs BAH
+2.0%
+11.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.4% |
| 7D | -1.6% | -3.5% | +2.0% | -1.4% |
| 30D | -3.8% | +24.3% | -28.0% | -4.6% |
| 3M | -14.6% | +16.3% | -30.9% | -15.1% |
| 6M | -5.1% | +13.6% | -18.7% | -5.0% |
| YTD | +4.5% | +3.5% | +1.0% | +3.3% |
| 1Y | +13.5% | +2.7% | +10.8% | +12.4% |
| All | +13.5% | +2.0% | +11.6% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling