+114.0%
MS vs BAH
+12.6%
+101.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.1% |
| 7D | -3.4% | +6.0% | -9.4% | -4.1% |
| 30D | -3.9% | +31.1% | -35.0% | -7.0% |
| 3M | -15.9% | +25.2% | -41.1% | -18.3% |
| 6M | -2.5% | +18.9% | -21.4% | -4.8% |
| YTD | +5.1% | +8.3% | -3.2% | +3.2% |
| 1Y | +13.0% | +6.2% | +6.8% | +11.2% |
| 3Y | +160.7% | -22.8% | +183.4% | +157.9% |
| 5Y | +114.0% | +13.6% | +100.5% | +92.0% |
| All | +114.0% | +12.6% | +101.4% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling