+785.4%
MSCI vs BAH
+220.7%
+564.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.2% | -0.9% |
| 7D | +2.8% | -3.5% | +6.4% | +4.0% |
| 30D | +15.4% | +24.3% | -8.8% | +7.6% |
| 3M | +13.4% | +16.3% | -2.9% | +7.7% |
| 6M | +10.9% | +13.6% | -2.7% | +5.4% |
| YTD | +13.0% | +3.5% | +9.5% | +9.4% |
| 1Y | +12.0% | +2.7% | +9.3% | +8.4% |
| 3Y | +34.1% | -26.6% | +60.7% | +36.8% |
| 5Y | +3.9% | +8.5% | -4.6% | -13.1% |
| All | +785.4% | +220.7% | +564.7% | +406.3% |
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 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