+174.8%
MS vs BAH
-26.0%
+200.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.0% |
| 7D | +0.7% | -1.5% | +2.2% | +0.8% |
| 30D | -0.9% | +17.3% | -18.2% | -1.9% |
| 3M | -13.0% | +14.9% | -27.9% | -13.7% |
| 6M | -2.0% | +14.2% | -16.2% | -2.7% |
| YTD | +7.8% | +5.1% | +2.7% | +7.2% |
| 1Y | +17.9% | +2.1% | +15.8% | +17.4% |
| 3Y | +174.8% | -26.0% | +200.8% | +174.3% |
| All | +174.8% | -26.0% | +200.8% | +174.3% |
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