+161.8%
MS vs BAH
-22.8%
+184.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.0% |
| 7D | -3.4% | +6.0% | -9.4% | -3.7% |
| 30D | -3.9% | +31.1% | -35.0% | -5.4% |
| 3M | -15.9% | +25.2% | -41.1% | -17.1% |
| 6M | -2.5% | +18.9% | -21.4% | -3.5% |
| YTD | +5.1% | +8.3% | -3.2% | +4.3% |
| 1Y | +13.0% | +6.2% | +6.8% | +12.3% |
| All | +161.8% | -22.8% | +184.7% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling